Consider the Model $Y _ { i } = \beta _ { 1 } X _ { i } + u _ { i }$

Essay

Consider the model $Y _ { i } = \beta _ { 1 } X _ { i } + u _ { i }$ , where $u _ { i } = c X _ { i } ^ { 2 } e _ { i }$ and all of the $X$ 's and $e$ 's are i.i.d. and distributed $N ( 0,1 )$ . (a)Which of the Extended Least Squares Assumptions are satisfied here? Prove your
assertions.