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Under the Five Extended Least Squares Assumptions, the Homoskedasticity-Only T-Distribution xn22x _ { n - 2 } ^ { 2 }

Question 48

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Under the five extended least squares assumptions, the homoskedasticity-only t-distribution in this chapter


A) has a Student t distribution with n-2 degrees of freedom.
B) has a normal distribution.
C) converges in distribution to a xn22x _ { n - 2 } ^ { 2 } distribution.
D) has a Student t distribution with n degrees of freedom.

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