(30') Assume we observe an i.i.d. dataset {yi, xi, wi} , i = 1,...,n, where yi, Xi, w; are all real-valued random variables. Consider the following model: yi = Bot wirt xip tui, E (uilxi) = 0, E(uilwi) # 0. (a) Discuss how you would estimate the model. (hint: there are many possible estimators for this problem. Provide just one that is consis- tent.) (b) Provide conditions such that your estimator is well-defined. (c) Derive the large sample distribution of your estimator. (d) Provide the heteroskedasticity-robust standard error of your estima- tor