[問題] 統計問題

[dexmanlau (loser)]

              希望板上統計高手能幫小弟解答一下此問題!!非常感謝!!

        Consider the model : y = p x + e
                              t     t   t
        where t=1,.....T. If we want to obtain unbiased estimator p-hai

        (即p的估計值)for the finite sample, which condition it must be have ?

    (A) Cov(e, x ) (B) Var(e /1,x )=變異數   (C) E(e /1,x )=0   (D) E(x e )=0
             t  t           t    t                  t    t             t t

    (E) E(e e /x ,x )=0
           t t  t  t

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