5. Suppose that there is an exact relationship between two scalar random variable
y and x:
$y = \beta x + v$
However, $y$ is not known and unobserved. A variable $x^*$ is observed, such that
$x^* = x + u$
Under which condition satisfied, the OLS estimator $\hat{\beta}_1$ is still consistent?      (5)      
(A). \( E(y\alpha^{*}) = 0 \)
(B). \( E(x^{*}u) = 0 \)
(C). \( E(xu) = 0 \)
(D). \( E(xv) = 0 \)
(E). \( E(uv) = 0 \)

答案:登入後查看
統計: 尚無統計資料