Econometrica: Jul 1965, Volume 33, Issue 3

A Tchebychev Inequality for the Convergence of a Generalized Classical Linear Estimator, Sample Size Being Fixed

https://doi.org/0012-9682(196507)33:3<608:ATIFTC>2.0.CO;2-9
p. 608-618

R. L. Basmann

This note gives a brief account of the derivation of a Tchebychev inequality employed elsewhere in a discussion of statistical inference involving economic simultaneous equations models [6, Sec. 4].

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