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Monthly Archives: February 2015
The Gauss Markov Theorem
The GaussMarkov Theorem is telling us that in a regression model, where the expected value of our error terms is zero, and variance of the error terms is constant and finite and and are uncorrelated for all and the least … Continue reading
Posted in Econometrics, Proof, Statistic
Tagged Econometrics, OLS, Proof, Unbiased, Variance
4 Comments
What is an indirect proof?
In economics, especially in theoretical economics, it is often necessary to formally prove your statements. Meaning to show your statements are correct in a logical way. One possible way of showing that your statements are correct is by providing an … Continue reading
Derivation of the Least Squares Estimator for Beta in Matrix Notation
The following post is going to derive the least squares estimator for , which we will denote as . In general start by mathematically formalizing relationships we think are present in the real world and write it down in a … Continue reading