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Under the Least Squares Assumptions for the Multiple Regression Problem Xi and YiX _ { i } \text { and } Y _ { i }

Question 20

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Under the least squares assumptions for the multiple regression problem (zero conditional mean for the error term, all Xi and YiX _ { i } \text { and } Y _ { i } being i.i.d., all Xi and uiX _ { i } \text { and } u _ { i } having finite fourth moments, no perfect multicollinearity) , the OLS estimators for the slopes and intercept


A) have an exact normal distribution for n>25 .
B) are BLUE.
C) have a normal distribution in small samples as long as the errors are homoskedastic.
D) are unbiased and consistent.

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