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Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501 Exercise 14
Suppose that Y i = 0 + 1 X i + ku i , where k is a non-zero constant and ( Y i , X i ) satisfy the three least squares assumptions. Show that the large sample variance of 
1 is given by 
. 
1 is given by . Explanation
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Given that population regression is: 
wh...
Introduction to Econometrics 3rd Edition by James Stock, James Stock
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