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In Practice, the Most Difficult Aspect of Feasible WLS Estimation

Question 36

Multiple Choice

In practice, the most difficult aspect of feasible WLS estimation is


A) knowing the functional form of the conditional variance.
B) applying the WLS rather than the OLS formula.
C) finding an econometric package that actually calculates WLS.
D) applying WLS when you have a log-log functional form.

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