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[ 5 points ] An asset return R follows the following linear regression model, R = + v where v N ( 0 , 2
points An asset return follows the following linear regression model,
where and is an unknown constant. A random sample dots, is drawn from this model. Answer the following questions.
Write out the OLS estimators of and No need to derive
Demonstrate that the OLS estimator of is unbiased.
If we test : vs: write out the test statistic and its distribution under
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