Question: In the model Y X0 11X0 22e, show directly from definition (8.3) that the CLS estimator of (1,2) subject to the constraint

In the model Y Æ X0 1¯1ÅX0 2¯2Åe, show directly from definition (8.3) that the CLS estimator of ¯ Æ (¯1,¯2) subject to the constraint that ¯2 Æ 0 is the OLS regression of Y on X1.

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