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b ) Econometrician Mr . Spurious thinks that there is another factor f 3 , t , and runs the following regression r t =
b Econometrician Mr Spurious thinks that there is another factor and runs the following regression Are hat and hat in unbiased estimators of and in model Are they consistent?
b Econometrician Mr Spurious thinks that there is another factor and runs the following regression
Are hat and hat in unbiased estimators of and in model Are they consistent?
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