You have a dataset of i.i.d. observations (Y;, X;), whereY; = Bo + B1X; + U;.Suppose that the three key assumptions of OLS hold. In particular, E(U;|X;) =0.(a) Prove that E(U;) = 0.(b) Prove that E(X?U;)=0.

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Answered: You have a dataset of i.i.d.…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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You have a dataset of i.i.d. observations (Y;, X;), where Y; = Bo + B1X; + U;. Suppose that the three key assumptions of OLS hold. In particular, E(U;|X;) = 0. (a) Prove that E(U;) = 0. |3D (b) Prove that E(X?U;) = 0.