Question: I will attach my question. Exercise 7.20 The data {yh xi, mg} is from a random sample, 1' : 1, n. The parameter ,6 is

I will attach my question.

I will attach my question. Exercise 7.20 The data {yh xi, mg}

Exercise 7.20 The data {yh xi, mg} is from a random sample, 1' : 1, n. The parameter ,6 is estimated by minimizing the criterion function 5050 Zw-(y -x :03 That is B = argmin 803]. CHAPTER 7. ASYMPTOTIC THEORYFOR LEAST 5' QUARE'S 248 [a] Find an explicit expression for 3. [b] What population parameter is B estimating? [Be explicit about any assumptions you need to impose. But don't make more assumptions than necessary.) (c) Find the probability limit for B as n > 00. (d) Find the asymptotic distribution of JR (3 ,6] as n > oo

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