studenmund chv2典假设必须满足才能使ols估计器成为佳可用七个.pdfVIP

The Classical Assumptions • The classical assumptions must be met in order for OLS estimators to be the best available • The seven classical assumptions are: I. The regression model is linear, is correctly specified, and has an additive error term II. The error term has a zero population mean III. All ex natory variables are uncorrelated with the error term IV. Observations of the error term are uncorrelated with each other (no serial correlation) V. The error term has a constant