Econometrics Lecture: OLS Unbiased Proof

Econometrics Lecture: OLS Unbiased Proof

4.936 Lượt nghe
Econometrics Lecture: OLS Unbiased Proof
Part 1 of the "Gauss-Markov" Theorem proof, in which we walk through applying the CLRM assumptions to show that Ordinary Least Squares will provide an unbiased estimator (using summation notation, rather than matrices). The Classical Assumptions: https://youtu.be/9iOAbZxX4z8 Link to the excellent Introduction to Econometrics Textbook by AH Studenmund: https://www.amazon.com/gp/product/9332584915/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=9332584915&linkCode=as2&tag=mikejonasecon-20&linkId=6697afcfde8c335b461795eec22e3977