>
> Neither is it in general. For consistency of the estimator,
> the inverse of X'X needs to converge to 0. But this is not
> generally a problem because of using integrated processes..
and speaking about random regressors: if regressors are not fixed than you
need almost sure convergence or convergence in probability of the inverse
of X'X, which are more complicated concepts. I mean, you have to be
careful when you say that your regressors are not random variables.
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