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Derive the MLE of beta and its limit distribution.. 1. Consider the linear regression model whose error 6: is iid mixed Normal, i.e., 8,; =

Derive the MLE of beta and its limit distribution..

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1. Consider the linear regression model whose error 6: is iid mixed Normal, i.e., 8,; = pelt | (1 3306213., where e\" and 89; are independent standard Normal. Derive the MLE of ,8 and its limit distribution. Observe that you do not need Normality to derive the limit distribution

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