Economics Econometric Theory and Methods (Russell Davidson and James G. Mackinnon) 2.16 Consider the linear regression y = P14 + X282 + u, where & is an n-vector of 1s, and X2 is an n x (k - 1) matrix of observations on the remaining regressors. Show, using the FWL Theorem, that the OLS estimators of , and 32 can be written as [30]-[ 1 yl XTM.X2. X2 May] where, as usual, Mc is the matrix that takes deviations from the sample mean