(Solved):
7. Let {Yi,Xi}i=1n be an i.i.d. sample, ^n denote the OLS es ...
???????
7. Let {Yi?,Xi?}i=1n? be an i.i.d. sample, ?^?n? denote the OLS estimator of ?0?, and suppose we are interested in estimating E[X]??0?. Propose an estimator of E[X]??0? and derive its asymptotic distribution.