It is well known that when the random errors are iid. with finite variance, the week and the strong consiStency of LS estimate of multiple regression coefficients are equivalent. This note, by constructing a counter-example, shows that this equivalence no longer holds true in case that the random errors possess only the r-th moment with 1≤5 T ＜ 2.
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机译：Deal-E Bilzan VA Handze Az Offere-Ye Ferdowsi。摘要。，éd。 et note note demehdīqarity。 Pazuchhghgh-e'luūm-eennīnīvamoṭāls't-e farhangī，1376/1997，xxxiv-372 p。
