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2. [Least Squares] Consider the following timeseries regression model; 9.: = st + at, at ~ i.i.d.N(0, 02). Three potential linear estimators for ,8 are
2. [Least Squares] Consider the following timeseries regression model; 9.: = st + at, at ~ i.i.d.N(0, 02). Three potential linear estimators for ,8 are to) II rx Ms $9.0 \\..__../ l Ms 5:? :5 13:1 13:1 3 - 3+l _ T, A 1 5 ['3 T (a) Which of these are unbiased? (b) Which are consistent? (c) What are the asymptotic distributions of x/T (B 6) , VT (3 - )3) , and x/T (B )
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