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Which of These Assumptions Means the Errors Are Uncorrelated with All

Question 10

Multiple Choice

Which of these assumptions means the errors are uncorrelated with all x's?


A) E(eit) = 0
B) var(eit) = E(e2it) = σ\sigma 2
C) cov(eit,ejs) = E(eit,ejs) = 0 for i j or t s
D) cov(eit,x2it) = 0,cov(eit,x3it)

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