c$.(7$ points$)$ Next, we are going to use the variables $y_{3t}($column $H)$ and $x_t($column I, which is again the same as column $C).$ The variable $y_{3t}$ was generated using $(1),$ but in this case $u_t$ was such that $E(u_t{u}_{t-j})0$ and $E(x_t{u}_t)>0.$

Using OLS, run the regression:

$y_{3t}=+x_t+u_t$

Report the estimated parameters widehat$()$ and widehat$(),$ together with the standard errors $SE(widehat())$ and $SE(widehat()).($Once more, if you are reporting a table from your statistical software, it is enough to indicate on your table which numbers correspond to these estimates.$)$

Explain why the estimated parameters widehat$()$ and widehat$()($and their standard errors$)$ are different compared to those that you computed in part a$.$ of the question. Do you think that the estimates obtained in part