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Under the Five Extended Least Squares Assumptions, the Homoskedasticity-Only T- tt

Question 17

Short Answer

Under the five extended least squares assumptions, the homoskedasticity-only t- distribution in this chapter a. has a Student tt distribution with nn -2 degrees of freedom.
b. has a normal distribution.
c. converges in distribution to a χn22\chi _ { n - 2 } ^ { 2 } distribution.
d. has a Student tt distribution with nn degrees of freedom.

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