On the limit of the variation of the explanatory variable in simple linear regression model

The simple linear regression model tries to explain the observed values of the dependent variable in terms of those of the explanatory variable. In particular, this note considers the assumption concerning the mean square deviation of the explanatory variable. It is showed that it is not a neutral assumption because it excludes some relevant data generator processes.

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Year of publication:	2012
Authors:	Triacca, Umberto
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 3, p. 1927-1932
Publisher:	AccessEcon
Subject:	Consistent estimator \| ordinary least square estimator \| Stolz- Cesaro Theorem

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Extent:	application/pdf
Type of publication:	Article
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011278595