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Consider the same setup of the previous question, where the model is: y i = x i + u i and E ( u i

Consider the same setup of the previous question, where the model is:
yi=xi+ui
and E(ui2)=i2, with i2=2zi2. Obtain the WLS estimator and its variance for the cases:
(i)i2=1
(ii)i2=xi.
(iii).
(iv)i2=xi2.
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