Question: An estimator n is said to be squared-error consistent for if (a) Show that any squared-error consistent n is asymptotically unbiased (see

An estimator ˆθn is said to be squared-error consistent for θ if

lim E[(, - 0)1=0.

(a) Show that any squared-error consistent ˆθn is asymptotically unbiased (see Question 5.4.15).

(b) Show that any squared-error consistent ˆθn is consistent in the sense of Definition 5.7.1.

lim E[(, - 0)1=0.

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