Question: Take themodel Y 1 exp 2X e with E[e j X] 0. (a) Are the parameters (1,2) identified? (b) Find an

Take themodel Y Æ ¯1 exp

¡

¯2X

¢

Åe with E[e j X] Æ 0.

(a) Are the parameters (¯1,¯2) identified?

(b) Find an expression to calculate the covariancematrix of the NLLS estimatiors ( b¯1, b¯2).

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