Then I read this by Greene [in an econometric text]

"Note that no mention has been made of unbiasedness. The linear least squares estimator in the linear regression model is essentially alone in the estimators considered in this book. It is generally not possible to establish unbiasedness for any other estimator. As we saw earlier, unbiasedness is of fairly limited virtue in any event. - we found for example that the property would not differentiate an estimator baed on a sample of 10 observations from one based on 10,000. Outside the linear case, consistency is the primary requirement of an estimator. Once this is established, we consider questions of efficiency and, in most cases, whether we can rely on asmpytotic normality as the basis for statistical inference."

**Can this be true**