Now, I know how to do this particular one, but I was wondering if anyone had a place to get questions similar to this? I've tried googling, but have not come up with anything.
Consider the regression model: $y=Bx + u$, where $\mathbb{E}(u)=0$, $\mathbb{Var}(u)=\sigma^2$. Is the following estimator an asymptotically unbiased estimator for $B$?
$ \mathbb{E}(B) = \frac{\mathbb{Var}(n u)}{\sigma^2 n} $
Many thanks.