Multiple Choice
Consider the model: yt = α0 + α1rt1 + α2rt2 + ut.Under weak dependence,the condition sufficient for consistency of OLS is:
A) E(rt1|rt2) = 0.
B) E(yt |rt1,rt2) = 0.
C) E(ut |rt1,rt2) = 0.
D) E(ut |rt1,rt2) = ∞.
Correct Answer:
Verified
Correct Answer:
Verified
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