- 1 (184.21 KiB) Viewed 51 times
Consider the regression model y= X1B1 + X232 +u, п = = where X; is a n x k; matrix of non-random regressors for j = 1,2.
-
answerhappygod
- Site Admin
- Posts: 899603
- Joined: Mon Aug 02, 2021 8:13 am
Consider the regression model y= X1B1 + X232 +u, п = = where X; is a n x k; matrix of non-random regressors for j = 1,2.
Consider the regression model y= X1B1 + X232 +u, п = = where X; is a n x k; matrix of non-random regressors for j = 1,2. Assume that Eu = X17 (i.e., the mean vector of the disturbance is a linear combination of some of the regressors), and E(u – Eu)(u – Eu)' = 0+1. Calculate (stating any additional assumptions that are needed to obtain your results) (a) EB1, EB2, plimn+ B1, plimn70 B2 (b) Es?, plimn7s.