The Econometric SocietyEconometrica: 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].Log In To View Full Content