Multiple Choice
Under the least squares assumptions (zero conditional mean for the error term,Xi and Yi being i.i.d. ,and Xi and ui having finite fourth moments) ,the OLS estimator for the slope and intercept
A) has an exact normal distribution for n > 15.
B) is BLUE.
C) has a normal distribution even in small samples.
D) is unbiased.
Correct Answer:
Verified
Correct Answer:
Verified
Q2: Finding a small value of the p-value
Q4: With heteroskedastic errors, the weighted least squares
Q19: The confidence interval for the sample regression
Q28: The homoskedastic normal regression assumptions are all
Q29: (Requires Appendix)(Continuation from Chapter 4)At a recent
Q32: Consider the following two models involving binary
Q34: If the absolute value of your calculated
Q36: Changing the units of measurement obviously will
Q38: In a Monte Carlo study,econometricians generate multiple
Q42: A binary variable is often called a<br>A)dummy