Question: 12.26. Consider the model Yi = Botti , i = 1, ...,n, where c = cite+ ... + e and ers are uncorrelated (0, of)

12.26. Consider the model Yi = Botti , i = 1, ...,n, where c = cite+ ... + e and ers are uncorrelated (0, of) random variables. (a) Find the ordinary least squares estimator So. Compute Var(Bo)

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