Which of the following statements is true?
A)The standard error of a regression, , is not an unbiased estimator for , the standard deviation of the error, u, in a multiple regression model.
B)In time series regressions, OLS estimators are always unbiased.
C) Almost all economists agree that unbiasedness is a minimal requirement for an estimator in regression analysis.
D) All estimators in a regression model that are consistent are also unbiased.

Question

Which of the following statements is true?
A)The standard error of a regression, , is not an unbiased estimator for , the standard deviation of the error, u, in a multiple regression model. 
B)In time series regressions, OLS estimators are always unbiased. 
C) Almost all economists agree that unbiasedness is a minimal requirement for an estimator in regression analysis. 
D) All estimators in a regression model that are consistent are also unbiased.

Quizplus · Accepted Answer

The Answer is A

Which of the Following Statements Is True