4.9 a. A linear regression yields b n 1 = 0. Show that R2 = 0. b....

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4.9

a. A linear regression yields b n

1 = 0. Show that R2 = 0.

b. A linear regression yields R2 = 0. Does this imply that b n

1 = 0 ?

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Introduction To Econometrics

ISBN: 9781292071367

3rd Global Edition

Authors: James Stock, Mark Watson

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