Video and Review Quiz 1-03: Properties of the Method of Moments Estimator
Video: Properties of the Estimator in the Linear Regression Model for Stationary Time Series (9:57 minutes)
The video covers slides 11-14 in 01B Linear Regression with Time Series Data.pdf Download 01B Linear Regression with Time Series Data.pdf.
Please note that there is an error from 9:27: The estimator has a mean of beta, not zero!