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Apr 13, 2017 at 12:44 history edited CommunityBot
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Apr 18, 2016 at 11:55 vote accept Phil C
Apr 18, 2016 at 11:55 comment added Phil C I see. So the conditional expectation of $u_1$ given the exogenous variables has to be some multiplicative of $u_2$. Do you have a reference that discusses the implications of this assumption in more detail?
Apr 14, 2016 at 18:51 history answered paul CC BY-SA 3.0