Do the fixed effects regression assumptions in Key Concept 10 3 imply that ( operatorname cov left( widetilde v i t , widetilde v i s ight) 0 ) for (t eq s ) in Equation (10 28) Explain Equation (10 28) var (ni) V2 var() ( Vit var (V 2 VIT) var (PA) var (2) var (vir) 2cov(2) 2cov(ViT 1, ViT) ...

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Do the fixed effects regression assumptions in Key Concept 10.3 imply that (operatorname{cov}left(widetilde{v}_{i t}, widetilde{v}_{i s} ight)=0)

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Do the fixed effects regression assumptions in Key Concept 10.3 imply that $\operatorname{cov}\left(\widetilde{v}_{i t}, \widetilde{v}_{i s}\right)=0$ for $t eq s$ in Equation (10.28)? Explain.

Equation (10.28)

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Introduction To Econometrics

ISBN: 9780134461991

4th Edition

Authors: James Stock, Mark Watson

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Question Posted: Apr 30, 2024 02:01 AM

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Do the fixed effects regression assumptions in Key Concept 10.3 imply that (operatorname{cov}left(widetilde{v}_{i t}, widetilde{v}_{i s} ight)=0)

Question:

var (ni) = V2 var()-(+ Vit = var (V + 2 + + VIT) = -var (PA) +var (2) ++ var (vir) ... +2cov(2) + + 2cov(ViT-1, ViT)].

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Introduction To Econometrics

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