证明 OLS 最小方差性 该性质是高斯-马尔可夫定理（Gauss-Markov Theorem）的核心内容，即“在满足经典线性回归模型假设的条件下，OLS 估计量是最优线性无偏估计（BLUE）”。 前提假设与模型设定 线性回归模型 设一元线性回归模型为： \[ Y_i = \beta_0 + \beta_1 X_i + \mu_i \quad (i=1,2,\dots,n)

【Author】：Jack Zhang, SYSU 【Textbook】：Applied Econometric Time Series(4e), Walter Enders 【Original Slides】：https: //www.time-series.net/powerpoint_slides Chapter 1: Difference Equations 差分方程 [!

幸运总比有钱好？北京和上海汽车牌照分配的福利分析 Ref： Li, S. (2018). Better Lucky Than Rich? Welfare Analysis of Automobile Licence Allocations in Beijing and Shanghai. The Review of Economic Studies, 85(4), 2389–2428

Ref: Levine, M. E., & Crimmins, E. M. (2018). Is 60 the New 50? Examining Changes in Biological Age Over the Past Two Decades. Demography, 55(2), 387–402. https://doi.org/10.1007/s13524-017