On the limit of the variation of the explanatory variable in simple linear regression model

Umberto Triacca ()

Economics Bulletin, 2012, vol. 32, issue 3, 1927-1932

Abstract: 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.

Keywords: Consistent estimator; ordinary least square estimator; Stolz- Cesaro Theorem. (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2012-07-12
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