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Let Y= XB+u, assuming the standard assumptions. Let = AY+@ be an estimator where A and a are non-random a) What Dimensions must A

Let Y= XB+u, assuming the standard assumptions. Let = AY+@ be an estimator where A and a are non-random a) What Dimensions must A and a possess? b) what Relationships must A and a fulfill so that unbaised? c) Determine the VC Matrix of ?

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