The heteroskedasticity-robust estimator of $\sum \sqrt { n ( \hat { \beta } - \beta ) }$ is obtained A)from ( $X ^ { \prime }$ X)^-¹ $X ^ { \prime }$ ^U. B)by replacing the population moments in its definition by the identity matrix. C)from feasible GLS estimation. D)by replacing the population moments in its definition by sample moments.

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The Answer is D

The Heteroskedasticity-Robust Estimator Of ∑n(β^−β)\sum \sqrt { n ( \hat { \beta } - \beta ) }∑n(β^​−β)​

The Heteroskedasticity-Robust Estimator Of $\sum \sqrt { n ( \hat { \beta } - \beta ) }$