Question: For the simple regression with a constant ; = + 1 + a. (15 p) Show that OLS estimators of 0 1 are unbiased. b.

For the simple regression with a constant

; = + 1 +

a. (15 p) Show that OLS estimators of 0 1 are unbiased.

b. (15 p) Derive the variance of 1; var( 1) = ?

c. (15 p) Find an unbiased estimator of 2 (square of sigma)

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