y=alpha+beta*t +u, where t, y and u is an T*1 matrix and t is a linear time trend and u as the error term... How do I prove that alpha and beta are consistent?
Last edited by vish93; October 15th 2008 at 10:25 AM.
y=alpha+beta*t +t, where t, y and u is an T*1 matrix and t is a linear time trend... How do I prove that alpha and beta are consistent?
As it is this question makes no sense, repost the question with enough context to make it comprehensible and make sure that all the parameters are defined and appear in the problem.