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What Mathematical Theorem Allows for Normally Distributed Least Squares Estimators

Question 8

Multiple Choice

What mathematical theorem allows for normally distributed least squares estimators when assumptions SR1 - SR5 hold but the error term is NOT normally distributed?


A) Central Limit Theorem
B) Gauss-Markov Theorem
C) Law of Large Numbers
D) the Least Squares Principle

Correct Answer:

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