If OLS estimators satisfy asymptotic normality, it implies that:
A) they are approximately normally distributed in large enough sample sizes.
B) they are approximately normally distributed in samples with less than 10 observations.
C) they have a constant mean equal to zero and variance equal to 2.
D) they have a constant mean equal to one and variance equal to .
Correct Answer:
Verified
Q2: An auxiliary regression refers to a regression
Q3: In a regression model, if variance of
Q4: If the model Q5: A useful rule of thumb is that Q6: Which of the following statements is true? Q7: In the multiple regression model Q8: Which of the following statements is true Q9: The Cauchy-Schwartz inequality implies that the asymptotic Q10: The LM statistic follows a: Q11: The n-R-squared statistic also refers to the:
A)In
A)t distribution.
B)f distribution.
C)
A)F
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