Asymptotically Valid Co-Variance Estimator

Did you get yours yet? I heard all the hip variance-co-variance matrices are into bondage validity this year.


Variety is the Spice of Life. 

Econometric validity requires two conditions: no bias and consistency. This may be the first time the egg-heads got it right.


Boy, I say, Boy! Everybody’s jumping to confusion!

Back to the title: Asymptotic validity depends on the law of large numbers. As n -> infinity, then something wonderful happens. Equations and husbands become “good enough” with a big enough sample size. Maybe the variance goes to zero or men are all the same after 50 something.


Probably equals the square root of a negative number. #thankslyle

Econometrics methods to control for endogeneity are expected to be on my comprehensive exams tomorrow. Probability ~ 100%. So right now I’m doing some non-linear processing of all the information I’ve jammed into my head over the last few weeks. It’s coming out sideways.


Mandelbrot Image – it’s not linear or random. (Credit: St. Olaf College)


About Laura Alford, PhD

I'm a recent graduate of LSU (PhD in Accounting). In addition to academic research, I also write fiction on Tuesday nights with the Asilomar Writers.
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