计量分析 期中考试.pdfVIP

Econ 507. Econometric Analysis Walter Sosa-Escudero Midterm Exam Rules: you may use one letter-sized sheet with your own notes and a calculator. Unless stated otherwise, the notation corresponds to the one used in class. Each question is worth 25 points. Good luck! 1. Solve only one of the following two problems (do not solve both, if you do so, only the ?rst one you report will be graded.) (a) Prove that the two-stage least squares estimator is asymptotically normal and derive its as