Let ei be the ith residual in the ordinary least squares regression of y on X in the
Chapter 5, Problem 2(choose chapter or problem)
Let ei be the ith residual in the ordinary least squares regression of y on X in the classical regression model, and let i be the corresponding true disturbance. Prove that plim(ei i) = 0.
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer