You need to adjust by the degrees of freedom to ensure that
is
A) an unbiased estimator of .
B) a consistent estimator of .
C) efficient in small samples.
D) F-distributed.
Correct Answer:
Verified
Q6: The following is not part of the
Q7: Besides the Central Limit Theorem, the other
Q9: The link between the variance of
Q10: The following is not one of the
Q13: Finite-sample distributions of the OLS estimator and
Q14: The Gauss-Markov Theorem proves that
A)the OLS estimator
Q15: The extended least squares assumptions are of
Q16: When the errors are heteroskedastic, then
A)WLS is
Q16: Under the five extended least squares assumptions,the
Q20: If, in addition to the least squares
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