Prove that E[b'b] = ' + 2 K k=1 (1/ k ) where b is

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Prove that E[b'b] = β'β + σ2ΣKk=1(1/λk) where b is the ordinary least squares estimator and λk is a characteristic root of X'X.

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Econometric Analysis

ISBN: 978-0131395381

7th edition

Authors: William H. Greene

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