Econometrics HT 18

Chapter 13 : The properties of the OLS estimator, problems

By Lund University

Problems related to the previous chapter.

The properties of the OLS estimator

Unbiasedness and consistency in the LRM

Proving that the slope OLS estimator is unbiased

Proving that the intercept OLS estimator is unbiased

Heteroscedasticity

Interpreting the variance of the OLS estimator

The variance of the OLS estimator when sigma2 is zero

Deriving the variance of the OLS estimator

s2 when sigma2 is zero

s2 is an unbiased estimator of sigma2

Estimating sigma2 in EViews

Finding the estimated variance of b2

The standard error formula

Finding standard errors in EViews

An alternative estimator of beta2