Under the VAR assumptions, the OLS estimators are
A)consistent and have a joint normal distribution even in small samples.
B)BLUE.
C)consistent and have a joint normal distribution in large samples.
D)unbiased.

Question

Quizplus · Accepted Answer

Under the VAR assumptions, the OLS estimators are consistent and have a joint normal distribution in large samples due to the central limit theorem.

Under the VAR Assumptions, the OLS Estimators Are