How you will estimate the parameters

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Reference no: EM131529978

Question: 1. Given data on y and x explain what functional form you will use and how you will estimate the parameters if

(a) y is a proportion and lies between 0 and 1.

(b) x > 0 and x assumes very large values relative to y.

2. (Stochastic regressors) In the linear regression model

y₁ = α + βx₁ + u₁

Suppose that x1, IN(λ2). What is the (asymptotic) distribution of the least squares estimator ? Just state the result. Proof not required.

Reference no: EM131529978

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