There are two error terms e1 and e2.
- E[e1]=E[e2]=0
- e1 and e2 are independent
- E[e2-e1 | e2 -e1 < a ] and E[e2-e1 | e2 - e1 > a] are not 0.
Q: Can we say E[e1 | e2-e1 < a ] = E[ e2 | e2-e1 > a ] = 0? Why? ( a is just a constant )
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