Suppose that all of the regression assumptions in Key Concept 4.3 are satisfied except that the first assumption is replaced with E ( u i |X t ) = 2. Which parts of Key Concept 4.4 continue to hold Which change Why (Is 11eb817c_7761_8712_84e6_8f87fb12aacb_SM2685_11 1 normally distributed in large samples with mean and variance given in Key Concept 4.4 What about 11eb817c_7761_8713_84e6_0fc270f992cc_SM2685_11 0 )

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Edition 3ISBN: 978-9352863501

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Edition 3ISBN: 978-9352863501

Exercise 6

Suppose that all of the regression assumptions in Key Concept 4.3 are satisfied except that the first assumption is replaced with E ( u i |X t ) = 2. Which parts of Key Concept 4.4 continue to hold Which change Why (Is

1 normally distributed in large samples with mean and variance given in Key Concept 4.4 What about

0 )

Explanation

Verified

The first three assumptions stated in ke...