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    Statistics
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    Practical Econometrics
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    Exam 5: Hypothesis Testing in Linear Regression Analysis
  5. Question
    An Estimator Is Efficient If It
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An Estimator Is Efficient If It

Question 26

Question 26

Multiple Choice

An estimator is efficient if it


A) has the smallest variance of all unbiased estimators.
B) has a p-value is less than .05.
C) has a small standard error.
D) has the smallest mean squared error.

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