Consider the following simple regression model with an AR(1) error. Assume that E(e) = 0, var(e) = 21, cov(e, u-m) = 0 and cov(e, Xp) = 0, for all i (i = 1, 2, n), for all m (m = 1, 2,..., i), and for all p (p = 0, 1, 2,..., i). (a) (b) y = BX, +u; u; = pu_ +e; Let us assume that p