If _j Is an OLS Estimator of a Regression

Multiple Choice

If _j is an OLS estimator of a regression coefficient associated with one of the explanatory variables, such that j = 1, 2, …., n, asymptotic standard error of _j will refer to the:

A) estimated variance of _j when the error term is normally distributed.
B) estimated variance of a given coefficient when the error term is not normally distributed.
C) square root of the estimated variance of
_j when the error term is normally distributed.
D) square root of the estimated variance of
_j when the error term is not normally distributed.