Unbiasedness and consistency
5:57
YouTubeBen Lambert
Unbiasedness and consistency
This video details what is meant by an unbiased and consistent estimator. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on ...
265K viewsMay 27, 2013
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Is a consistent estimator? If yes, enter the limit in probability; that is, enter the constant such that → C as n → ∞ (where the convergence is in probability). If no, enter -999.The quantity √n (√n - 8) converges in distribution to N (0, σ^2). Find the asymptotic variance σ^2.
Is a consistent estimator? If yes, enter the limit in probability; that is, enter the constant such that → C as n → ∞ (where the convergence is in probability). If no, enter -999.The quantity √n (√n - 8) converges in distribution to N (0, σ^2). Find the asymptotic variance σ^2.
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