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Exercise 3.21 Consider the least-squares regression estimators yi = CliBI + x2iB2 +e; and the one regressor at a time regression estimators yi = Billi

Exercise 3.21 Consider the least-squares regression estimators yi = CliBI + x2iB2 +e; and the "one regressor at a time" regression estimators yi = Billi + eli Vi = Boxzi + ezi Under what condition does B. = 3, and B, = 3

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