Under the least squares assumptions (zero conditional mean for the error term, X_i and Y_i being i.i.d., and X_i and u_i having finite fourth moments), the OLS estimator for the slope and intercept A)has an exact normal distribution for n 15. B)is BLUE. C)has a normal distribution even in small samples. D)is unbiased.

Question

Under the least squares assumptions (zero conditional mean for the error term, X_i and Y_i being i.i.d., and X_i and u_i having finite fourth moments), the OLS estimator for the slope and intercept A)has an exact normal distribution for n > 15. B)is BLUE. C)has a normal distribution even in small samples. D)is unbiased.

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The Answer of Under the least squares assumptions (zero conditional mean for the error term, X_i and Y_i being i.i.d., and X_i and u_i having finite fourth moments), the OLS estimator for the slope and intercept A)has an exact normal distribution for n > 15. B)is BLUE. C)has a normal distribution even in small samples. D)is unbiased.

Under the Least Squares Assumptions (Zero Conditional Mean for the Error