Question: (a) Differentiate (3.9) with respect to and and show that MLE = OLS, MLE = OLS. (b) Differentiate (3.9) with respect to 2

(a) Differentiate (3.9) with respect to α and β and show that αMLE = αOLS, βMLE = βOLS.

(b) Differentiate (3.9) with respect to σ2 and show that σ2 MLE =

n i=1 e2i

/n.

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