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An example: unbiased and consistent estimate

An example: unbiased and consistent estimate. new; format /m1 /rd 9,3; T=30; @ the number of observations@ n=10000; @ the number of sampling times@ beta1=1; beta2=2.0; Beta_e=zeros(n,2); x1=1*Rndn(T,1); x2=2*Rndn(T,1); X=x1~x2;. i=1; do until i>n;

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Beta2 estimates - PowerPoint PPT Presentation

An example: unbiased and consistent estimate