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Let Y53X, uiwhere X, ~N,1) and ui~ N(0, 1) are independent and 1, 1) and u ~ suppose that you have an i.id. sample of observations (X,,K),i-1,. . . , п.

(c) Show that β〉, 3, where A is the standard OLS estimator from a regression 01% on X., including a constant Hint: You can use the tollowing result from the lecture without proof: Var(%)Help please will give 5 stars and amazing feedback! STEPS BY STEPS

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Van CXi) s、 6-Ct33

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