4. Prove that the estimator n 1 G” = 2 nnp t=1 is unbiased estimator of o2 = var(e) for the model yt = Bo+€t with np = 1
Posted: Sun Sep 05, 2021 6:00 pm
4. Prove that the estimator n 1 G” = 2 nnp t=1 is unbiased estimator of o2 = var(e) for the model yt = Bo+€t with np = 1 and yt = Bo+Bit+€ with np = 2, where et = yt - ŷt.