Multiple Choice
GLS
A) results in smaller variances of the estimator than OLS if the regressors are strictly exogenous.
B) is the same as OLS using HAC standard errors.
C) can be used even if the regressors are not strictly exogenous.
D) can be used for time-series estimation, but not in cross-sectional data.
Correct Answer:
Verified
Correct Answer:
Verified
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