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Under the Least Squares Assumptions (Zero Conditional Mean for the Error

Question 8

Multiple Choice

Under the least squares assumptions (zero conditional mean for the error term, Xi and Yi being i.i.d., and Xi and ui having finite fourth moments) , the OLS estimator for the slope and intercept


A) has an exact normal distribution for n > 15.
B) is BLUE.
C) has a normal distribution even in small samples.
D) is unbiased.

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