I’m looking for a solution for this exercise. An explanation would be great
Thanks in advance7. Given the modely = XB+uwhere the error w is white noise, consider a generic linear estimatorB = [(X’x)-x’+ Cly(a) Obtain the condition on C for which E(B) = 6(b) Assuming that condition derived in (a) is satisfied, obtain the con-dition on C such that B’X’e = 0, where e is the vector of residuals.
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