Question: In the model Y X0 11 X0 22 e, with 1 and 2 each k 1, find the CLS estimator of
In the model Y Æ X0 1¯1 Å X0 2¯2 Åe, with ¯1 and ¯2 each k £1, find the CLS estimator of
¯ Æ (¯1,¯2) subject to the constraint that ¯1 Æ ¡¯2.
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