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To Prove That the OLS Estimator Is BLUE Requires the Following

Question 31

Multiple Choice

To prove that the OLS estimator is BLUE requires the following assumption


A) (Xi,Yi) i = 1,…,n are i.i.d.draws from their joint distribution
B) Xi and ui have nonzero finite fourth moments
C) the conditional distribution of ui given Xi is normal
D) none of the above

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