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There are two error terms e1 and e2. - E[e1]=E[e2]=0 - e1 and e2 are independent...

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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