Solved

If j Is an OLS Estimator of a Regression

Question 11

Multiple Choice

If If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j will refer to the:


A) estimated variance of If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j when the error term is normally distributed.
B) estimated variance of a given coefficient when the error term is not normally distributed.
C) square root of the estimated variance of If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j when the error term is normally distributed.
D) square root of the estimated variance of If <sub>j</sub> is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of <sub>j</sub> will refer to the: A) estimated variance of <sub>j</sub> when the error term is normally distributed. B) estimated variance of a given coefficient when the error term is not normally distributed. C) square root of the estimated variance of <sub>j</sub> when the error term is normally distributed. D) square root of the estimated variance of <sub>j</sub> when the error term is not normally distributed. j when the error term is not normally distributed.

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q6: The F statistic is also referred to

Q7: The n-R-squared statistic also refers to the:<br>A)F

Q8: If <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB8272/.jpg" alt="If <sub>j</sub>,

Q9: In a multiple regression model, the OLS

Q10: If <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB8272/.jpg" alt="If <sub>j</sub>,

Q12: If Cov(z,x) ≠ 0, then z and

Q13: When the error term is not normally

Q14: Even if the error terms in a

Q15: A normally distributed random variable is symmetrically

Q16: Which of the following statements is true?<br>A)In