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Consider this DGP: y = Bo + B1X1 + B2x2 + e, where e~N(0, 62). A colleague wants to estimate this DGP by regressing on

Consider this DGP: y = Bo + B1X1 + B2x2 + e, where e~N(0, 62). A colleague wants to estimate this DGP by regressing on this equation: y = Bo + Bixte.\f

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