PLEASE JUST DO PROBLEM 4, no need to do the rest, thank you. The problem needs equations from other problems too.

Please show all the work when solving problem 4, thanks :)

Suppose that the OLS estimator Bols can be calculated. We know that Bols is an unbiased estimator for Bo, i.e., E (BoLs) = Bo, when the following two classical conditions hold D1. {21,2X2, is . .. , Xp, i}=1 are nonstochastic, and D2. there exists a vector B'o = [30,0,31,0,B2,0,..., Bp,o] such that 30,0 + B1,021, i + B2,022, i + ... + Bp,02p,i + Ein where E (i) = 0, E (?) = o, and E (;;) = 0 for i, j = 1, 2, ..., n and i #j, (Bols) = Vors = c (XX)- - 9:)? (3) Yi = i=1,2,...,n, Furthermore, under D1 and D2, Var n n- p - 1 2=1 is an unbiased estimator for o, and (XX)-1 BOLS is an unbiased estimator for V BOLS' Problem 2. Consider the model: Yi = Bo + B181, + B222,i + ui, i=1,2,...,n, Is Bols still an unbiased estimator for Bo when D1 and D2 hold in general but 1. E (6) = x7, in i.e., {