Consider the regression model Yi 0 1Xi ui (a) Suppose you know that 0 0 Derive a formula for the least squares estimator of 1 (b) Suppose you know that 0 4 Derive a formula for the least squares estimator of 1 ...

a The least squares objective function i ...

Consider the regression model Yi = 0 + 1Xi + ui. (a) Suppose you know that 0

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Consider the regression model Yi = β0 + β1Xi + ui.
(a) Suppose you know that β0 = 0. Derive a formula for the least squares estimator of β1.
(b) Suppose you know that β0 = 4. Derive a formula for the least squares estimator of β1.

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Introduction to Econometrics

ISBN: 978-0133595420

3rd edition

Authors: James H. Stock, Mark W. Watson

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Question Posted: Apr 29, 2016 03:33 PM

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Consider the regression model Yi = 0 + 1Xi + ui. (a) Suppose you know that 0

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Introduction to Econometrics

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