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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 12
Suppose that Assumptions #1 through #5 in Key Concept 18.1 are true, but that Assumption #6 is not. Does the result in Equation (18.31) hold Explain.
Explanation
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The given distribution is
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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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