Unformatted text preview: 2 ? (10) (d) How do you reconcile your results with Theorem 5.3.6? 2. 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 " ? (5) (c) Define / . Compare MSE( ) and MSE( ). (5) (d) Is the MVB estimator of " ? (5) (e) Is the UMVU estimator of " ? (5) (f) Are there any undesirable properties of ? (10) (g) Suggest an estimator of " which dominates in MSE. (10) (h) Define / , where Compare MSE( ) and MSE( )....
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 Fall '10
 DaleJ.POIRIER
 Economics, Econometrics, Mean squared error, Bias of an estimator, Final Exam ECON, Dale J. Poirier

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