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Finite-Sample Distributions of the OLS Estimator and T-Statistics Are Complicated,unless

Question 5

Multiple Choice

Finite-sample distributions of the OLS estimator and t-statistics are complicated,unless


A) the regressors are all normally distributed.
B) the regression errors are homoskedastic and normally distributed,conditional on X1,...Xn.
C) the Gauss-Markov Theorem applies.
D) the regressor is also endogenous.

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