Let a be an n 1 nonrandom vector and let u be an n 1

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Let a be an n × 1 nonrandom vector and let u be an n × 1 random vector with E(uu’) = I_n. Show that E(tr (auu‘a’)] = Σⁿ_i=1α²_i.

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Introductory Econometrics A Modern Approach

ISBN: 9781337558860

7th Edition

Authors: Jeffrey Wooldridge

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Question Posted: Jul 08, 2020 02:32 AM

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Let a be an n 1 nonrandom vector and let u be an n 1

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Step by Step Answer:

Theorem Let X be a random vector with n elements Then its covariance matrix CX is positi...View the full answer

Introductory Econometrics A Modern Approach

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