Multiple Choice
The WLS estimator is called infeasible WLS estimator when
A) the memory required to compute it on your PC is insufficient.
B) the conditional variance function is not known.
C) the numbers used to compute the estimator get too large.
D) calculating the weights requires you to take a square root of a negative number.
Correct Answer:

Verified
Correct Answer:
Verified
Q30: The Gauss-Markov Theorem proves that<br>A)the OLS estimator
Q31: Consider the model Y<sub>i</sub> - β<sub>1</sub>X<sub>i</sub>
Q32: All of the following are good reasons
Q33: When the errors are heteroskedastic, then<br>A)WLS is
Q34: (Requires Appendix material)This question requires you to
Q36: In practice, the most difficult aspect of
Q37: (Requires Appendix material)State and prove the Cauchy-Schwarz
Q38: The link between the variance of
Q39: Homoskedasticity means that<br>A)var(u<sub>i</sub>|X<sub>i</sub>)= <span class="ql-formula"
Q40: If the functional form of the conditional