Which of these assumptions means all error terms are uncorrelated? A)E(e_it)= 0 B)var(e_it)= E(e²_it)= $\sigma$ ² C)cov(e_it,e_js)= E(e_it,e_js)= 0 for i j or t s D)cov(e_it,x_2it)= 0,cov(e_it,x_3it)

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Option C specifies that the covariance between the error terms is zero, which implies that all error terms are uncorrelated. A and B do not specify the same, while D is talking about the covariance between the error terms and the covariates, not among the error terms themselves.

Which of These Assumptions Means All Error Terms Are Uncorrelated σ\sigmaσ

Which of These Assumptions Means All Error Terms Are Uncorrelated $\sigma$