Use the result of exercise 3.7 and equation (3.10) to prove that, if the sample COV(i, zi)
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Use the result of exercise 3.7 and equation (3.10) to prove that, if the sample COV(εi, zi) = 0, then the sample COV(εi, c + dzi) = 0. Use this result to confirm that the sample COV(εi, ˆxi ) = 0.
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