Question: True or False. If Y X0e, X 2 R, E[e j X] 0, and bei is the OLS residual from the regression of

True or False. If Y Æ X0¯Åe, X 2 R, E[e j X] Æ 0, and bei is the OLS residual from the regression of Yi on Xi , then Pni

Æ1 X2 i bei Æ 0.

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