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Gauss-Markov assumptions A1.Population model is linear in parameters: y=Bo+Bx+B2x2+...+Bxk+u A2.We can use a random sample of size n, {...,)i=1,2,...n},from the population model ◆A3.E(ulx,x2…xx)=0,implying that all of the explanatory variables are exogenous Econometrics 15-Zhuxi@SJTU 2Econometrics 15 - Zhuxi@SJTU 2 Gauss-Markov Assumptions A1. Population model is linear in parameters: y = b0 + b1 x1 + b2 x2 +…+ bk xk + u A2. We can use a random sample of size n, {(xi1, xi2,…, xik, yi ): i=1, 2, …, n}, from the population model A3. E(u|x1 , x2 ,… xk ) = 0, implying that all of the explanatory variables are exogenous
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