Three - True-False and Short Answer Questions - briefly explain each part. a. Under Gauss-Markov assumptions, OLS estimator in a time series regression is unbiased. (T/F) b. No auto correlation is necessary for having unbiased estimators. (T/F) c. Linear probability models do not satisfy the homoskedasticity assumption. (T/F) d. What is the estimated long run propensity effect of inflation on interest rate? (i: interest rate; inf: inflation rate and def: budget deficit as percentage of GDP) = 1.62 0.343 0.3821 0.190 0.5691