Suppose that 11eb817c_7811_9d4a_84e6_4779703316b8_SM2685_11 . Show that 11eb817c_7811_9d4b_84e6_df288f487a66_SM2685_11 b. Suppose that the conditional distribution of u given X = x is N (0, a + bx 2 ), where a and b are positive constants. Show that 11eb817c_7811_9d4c_84e6_614542486ea8_SM2685_11 .

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Edition 3ISBN: 978-9352863501

Edition 3ISBN: 978-9352863501

Exercise 17

Suppose that

. Show that

b. Suppose that the conditional distribution of u given X = x is N (0, a + bx 2 ), where a and b are positive constants. Show that

Explanation

Verified

a) If u has a normal distribution then t...