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assuming VAR(Y)=1 and VAR(X_1)=0.5 and sigma(X_2)=0.5 and Cov(X_1,X_2)=0.1 what is going to be the covariance of beta1, beta2 if the number of observations is 100?
assuming VAR(Y)=1 and VAR(X_1)=0.5 and sigma(X_2)=0.5 and Cov(X_1,X_2)=0.1 what is going to be the covariance of beta1, beta2 if the number of observations is 100? Assume that Cov(Y,X_1)=0.2 and Cov(Y,X_2)=0
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