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If j Is an OLS Estimator of a Regression

Question 11

Multiple Choice

If If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j will refer to the:


A) estimated variance of If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j when the error term is normally distributed.
B) estimated variance of a given coefficient when the error term is not normally distributed.
C) square root of the estimated variance of
If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j when the error term is normally distributed.
D) square root of the estimated variance of
If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j when the error term is not normally distributed.

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