The Following Is Not One of the Gauss-Markov Conditions:
A)var(u_i $\sigma _ { u } ^ { 2 }$

Multiple Choice

The following is not one of the Gauss-Markov conditions:

A) var(u_i | X₁,…, X_n) = $\sigma _ { u } ^ { 2 }$ , 0 < $\sigma _ { u } ^ { 2 }$ < ? for i = 1,…, n,
B) the errors are normally distributed.
C) E(u_iu_j | X₁,…, X_n) = 0, i = 1,…, n, j = 1,..., n, i ? j
D) E(u_i | X₁,…, X_n) = 0