Under the Five Extended Least Squares Assumptions,the Homoskedasticity-Only T-Distribution in This
Under the five extended least squares assumptions,the homoskedasticity-only t-distribution in this chapter
A) has a Student t distribution with n-2 degrees of freedom.
B) has a normal distribution.
C) converges in distribution to a distribution.
D) has a Student t distribution with n degrees of freedom.
Correct Answer:
Verified
Q1: Asymptotic distribution theory is
A)not practically relevant, because
Q8: If the errors are heteroskedastic, then
A)the OLS
Q11: You need to adjust Q13: Finite-sample distributions of the OLS estimator and Q14: The Gauss-Markov Theorem proves that Q16: When the errors are heteroskedastic, then Q17: It is possible for an estimator of Q19: The OLS estimator is a linear estimator, Q20: If, in addition to the least squares Q21: Assume that the variance depends on a
A)the OLS estimator
A)WLS is
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents