In the model Y i = β 2 X i + u i (There is no intercept)

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In the model

Yi = β2Xi + ui (There is no intercept)

you are told that var (ui) = σ2X2i . Show that

2ΣΧΧ (ΣΧ) var (B2) =

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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