Multiple Choice
If, in addition to the least squares assumptions made in the previous chapter on the simple regression model, the errors are homoskedastic, then the OLS estimator is
A) identical to the TSLS estimator.
B) BLUE.
C) inconsistent.
D) different from the OLS estimator in the presence of heteroskedasticity.
Correct Answer:
Verified
Correct Answer:
Verified
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