(i) Consider the simple regression model y = (0 +(1x + u under the first four Gauss-Markov assumptions. For some function g(x), for example g(x) = x2 or g(x) = log(1 + x2), define zi = g(xi). Define a slope estimator as

(ii) Add the homoskedasticity assumption, MLR.5. Show that

notice that we can drop from the sample covariance.]

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