Question: (LSDV) Show that, for $N to infty$ and $T$ fixed, $hat{beta}_{0DV}$ is a consistent estimator of $beta_0$ but the $hat{alpha}_{n}$, $n = 1, dots, N$,

(LSDV) Show that, for $N \to \infty$ and $T$ fixed, $\hat{\beta}_{0DV}$ is a consistent estimator of $\beta_0$ but the $\hat{\alpha}_{n}$,

$n = 1, \dots, N$, are not consistent estimators of the $\alpha_n$.

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