We say that ols estimators are asymptotically efficient among a certain class of estimators under the gauss-markov assumptions 我們說(shuō)在高斯-馬爾可夫假定下ols估計(jì)量是漸近有效的估計(jì)量。
To prove that ols estimators are asymptotically efficient, one needs to ( 1 ) present an estimator that is consistent but its variance is larger 為了證明ols估計(jì)量是漸近有效的,我們需要(1)給出一致的估計(jì)量但證明它有更大的方差。
This chapter has proved the sampling methods in above three cases are asymptotically consistent and asymptotically efficient as the width goes to zero 以上三種情況,本章證明了當(dāng)區(qū)間長(zhǎng)度趨于零時(shí)抽樣的漸近相容性與漸近有效性。