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    Introductory Econometrics Study Set 1
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    Exam 5: Multiple Regression Analysis Ols Asymptotics
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    Even If the Error Terms in a Regression Equation, U<sub>1</sub>
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Even If the Error Terms in a Regression Equation, U1

Question 14

Question 14

True/False

Even if the error terms in a regression equation, u1, u2, …, un, are not normally distributed, the estimated coefficients can be normally distributed.

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