Question: Consider the regression model with the heterogeneous coefficient. a It is possible to show a And, it is also possible to show that E[u|X]=0 when

Consider the regression model with the heterogeneous coefficient. a It is possible to show a And, it is also possible to show that E[u|X]=0 when we assume z (you don't need to prove these results here.) Based on these results, we can conclude that under the current setting, regression of Y on X and an intercept will yield a consistent estimation of the ( ). Fill the parenthesis with three words

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