[問題] 統計問題
希望板上統計高手能幫小弟解答一下此問題!!非常感謝!!
Consider the model : y = p x + e
t t t
where t=1,.....T. If we want to obtain unbiased estimator p-hai
(即p的估計值)for the finite sample, which condition it must be have ?
(A) Cov(e, x ) (B) Var(e /1,x )=變異數 (C) E(e /1,x )=0 (D) E(x e )=0
t t t t t t t t
(E) E(e e /x ,x )=0
t t t t
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