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The GLS Assumptions Include All of the Following, with the Exception

Question 44

Multiple Choice

The GLS assumptions include all of the following, with the exception of


A) the Xi are fixed in repeated samples.
B) Xi and ui have nonzero finite fourth moments.
C) E(U UU' X|X ) = ?(X) , where ?(X) is n × n matrix-valued that can depend on X.
D) E(U X|X ) = 0n.

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