Consider the linear model y = XB+u with classical assumptions (A1)-(A5) being satisfied. Let 1 1 2 X 1 n (a) Prove that

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Consider the linear model y = XB+u with classical assumptions (A1)-(A5) being satisfied. Let 1 1 2 X 1 n (a) Prove that

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Consider The Linear Model Y Xb U With Classical Assumptions A1 A5 Being Satisfied Let 1 1 2 X 1 N A Prove That 1
Consider The Linear Model Y Xb U With Classical Assumptions A1 A5 Being Satisfied Let 1 1 2 X 1 N A Prove That 1 (117.98 KiB) Viewed 34 times
Consider the linear model y = XB+u with classical assumptions (A1)-(A5) being satisfied. Let 1 1 2 X 1 n (a) Prove that X'X does not converge to a positive definite matrix. (b) Show that (X'X)-1 +0. What are the implications for OLS?
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