This** preview**
has intentionally

**sections.**

*blurred***to view the full version.**

*Sign up*
**Unformatted text preview: **F 2 and all the off-diagonal elements of E are equal to "F 2 .. (5) (a) Under what circumstances does Y comprise a random sample? (10) (b) Find and simplify your answer. (10) (c) Is a MSE-consistent estimator of : for all " ? 3. Suppose Y t (t = 1, 2, . .., T) is a random sample from a N( : , F 2 ) distribution with F 2 known. (10) (a) Find the ML estimator of " / : 2 . (5) (b) Is and unbiased estimator of " ? (10) (c) Define / . Compare MSE( ) and MSE( ). (5) (d) Is the MVB estimator of " ? 2 (10) (e) Is the UMVU estimator of " ? (5) (f) Are there any undesirable properties of ? (10) (g) Suggest an estimator of " which dominates in MSE....

View
Full Document

- Fall '10
- DaleJ.POIRIER
- Economics, Econometrics, Mean squared error, Final Exam ECON, Dale J. Poirier