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| Umberto Triacca |
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| ''On the limit of the variation of the explanatory variable in simple linear regression model'' |
| ( 2012, Vol. 32 No.3 ) |
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| The simple linear regression model tries to explain the observed
values of the dependent variable in terms of those of the explanatory variable. In particular, this note considers the assumption concerning the mean square deviation of the explanatory variable. It is showed that it is not a neutral assumption because it excludes some relevant data generator processes. |
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| Keywords: Consistent estimator, ordinary least square estimator, Stolz-
Cesaro Theorem. |
JEL: C1 - Econometric and Statistical Methods: General
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| Manuscript Received : Mar 19 2012 | | Manuscript Accepted : Jul 12 2012 |
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