Show that the OLS estimators, b1 and b2, are linear estimators. Also show that these estimators are

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Show that the OLS estimators, b1 and b2, are linear estimators. Also show that these estimators are linear functions of the error term ui.

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Essentials of Econometrics

ISBN: 978-0073375847

4th edition

Authors: Damodar Gujarati, Dawn Porter

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Question Posted: Apr 12, 2016 07:24 AM

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Show that the OLS estimators, b1 and b2, are linear estimators. Also show that these estimators are

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If we let w i xi x 2 i we can write b 2 w i y i that is b 2 is a linear estimator ie a linear f...View the full answer

Essentials of Econometrics

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