我们研究了这些方法的强相合性,渐近正态性和渐近有效性。
The strong consistency, asymptotic normality and asymptotic efficiency of these methods are proved.
为了证明ols估计量是渐近有效的,我们需要(1)给出一致的估计量但证明它有更大的方差。
To prove that OLS estimators are asymptotically efficient, one needs to (1) present an estimator that is consistent but its variance is larger.
为了证明ols估计量是渐近有效的,我们需要(1)给出一致的估计量但证明它有更大的方差。
To prove that OLS estimators are asymptotically efficient, one needs to (1) present an estimator that is consistent but its variance is larger.
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