The Heteroskedasticity-Robust Estimator Of $\sum _ { \sqrt { n } ( \hat { \beta } - \beta ) }$

Multiple Choice

The heteroskedasticity-robust estimator of $\sum _ { \sqrt { n } ( \hat { \beta } - \beta ) }$ is obtained

A) $\text { from } \left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { U }$
B) by replacing the population moments in its definition by the identity matrix.
C) from feasible GLS estimation.
D) by replacing the population moments in its definition by sample moments.