The proof that OLS is BLUE requires all of the following assumptions with the exception of: A)the errors are homoskedastic. B)the errors are normally distributed. C)E(u_i $\left| X _ { i } \right) = 0$ D)large outliers are unlikely.

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The proof that OLS (Ordinary Least Squares) is BLUE (Best Linear Unbiased Estimator) does not require the errors to be normally distributed. This assumption is necessary for hypothesis testing, but not for OLS to be BLUE under the Gauss-Markov theorem.

The Proof That OLS Is BLUE Requires All of the Following