Multiple Choice
Under the least squares assumptions for the multiple regression problem (zero conditional mean for the error term, all Xi and Yi being i.i.d., all Xi and ui having finite fourth moments, no perfect multicollinearity) , the OLS estimators for the slopes and intercept
A) have an exact normal distribution for n > 25.
B) are BLUE.
C) have a normal distribution in small samples as long as the errors are homoskedastic.
D) are unbiased and consistent.
Correct Answer:

Verified
Correct Answer:
Verified
Q27: In the multiple regression model with
Q28: You try to establish that there is
Q29: Your econometrics textbook stated that there will
Q30: Imagine you regressed earnings of individuals on
Q31: Imperfect multicollinearity<br>A)implies that it will be difficult
Q33: In the multiple regression model, the
Q34: The probability limit of the OLS
Q35: The Solow growth model suggests that
Q36: The administration of your university/college is
Q37: You would like to find the effect