Multiple Choice
Under the least squares assumptions for the multiple regression problem (zero conditional mean for the error term, all being i.i.d., all 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.
Correct Answer:

Verified
Correct Answer:
Verified
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