The DOLS Estimator Has the Following Property If $X _ { t } \text { and } Y _ { t }$

Multiple Choice

The DOLS estimator has the following property if $X _ { t } \text { and } Y _ { t }$
are cointegrated:

A) it is BLUE even in small samples.
B) it is efficient in large samples.
C) it has a standard normal distribution when homoskedasticity-only standard errors are used.
D) it has a non-normal distribution in large samples when HAC standard errors are used.