urgently required in 60 mins I will give thumb up

QB2. Consider the linear regression model: Yi = Br; tui, i = 1,..., n, which is a model without a constant term. a (a) [5%] Make assumptions about u; and Ii, derive the maximum likelihood esti- mator (MLE) , and find ECB) and Var(@). (b) (7%) Can you test E(ui) = 0 in the above model? If so, how would you do it? (c) [8%] Consider another estimator for B given by B1 = y/T. Find E(B.) and Var(1), and compare this estimator to the MLE estimator. Which estimator would you use? Explain. (d) [5%] If the true model is: Yi=c+ Br; + wi, i = 1,..., n, where c + 0 and the researcher is unaware of the existence of c, will the method of maximum likelihood yield an unbiased estimator? Prove your claim