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Question 5 Consider the following regression equrion yt $ Xt + Et where Ht - N(0, 1) . A -> IID You are given the

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Question 5 Consider the following regression equrion yt $ Xt + Et where Ht - N(0, 1) . A -> IID You are given the following empirical Maformation: y = [3 45 -14] and X2 = [5 5 10 0 10] (i; Estimates hy Least Squares (ii) Discuss the statiaical properties of des OLS timators in this war. (ifi) Where are the comecucaves of ignoring autocorrelation in the model above"

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