Multiple Choice
Which of the following is true of the OLS t statistics?
A) The heteroskedasticity-robust t statistics are justified only if the sample size is large.
B) The heteroskedasticty-robust t statistics are justified only if the sample size is small.
C) The usual t statistics do not have exact t distributions if the sample size is large.
D) In the presence of homoskedasticity, the usual t statistics do not have exact t distributions if the sample size is small.
Correct Answer:
Verified
Correct Answer:
Verified
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