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4. Prove that the estimator n 1 G” = 2 nnp t=1 is unbiased estimator of o2 = var(e) for the model yt = Bo+€t with np = 1 and yt = Bo+Bit+€ with np = 2, where et = yt - ŷt.
4. Prove that the estimator n 1 G” = 2 nnp t=1 is unbiased estimator of o2 = var(e) for the model yt = Bo+€t with np = 1
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4. Prove that the estimator n 1 G” = 2 nnp t=1 is unbiased estimator of o2 = var(e) for the model yt = Bo+€t with np = 1
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