Question: Suppose that you added as an additional regressor. If is strictly exogenous, would you expect the coefficient on to be zero or nonzero? Part 3

Suppose that you added as an additional regressor. If is strictly exogenous, would you expect the coefficient on to be zero or nonzero? Part 3 A. Zero. B. Nonzero. C. The exact value will be zero or nonzero with equal probability (1/2). D. There is insufficient information to determine the

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