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.
Correct Answer:
Verified
Q2: An auxiliary regression refers to a regression
Q5: A useful rule of thumb is that
Q6: Which of the following statements is true?
A)In
Q8: Which of the following statements is true
Q10: If OLS estimators satisfy asymptotic normality,it implies
Q12: If variance of an independent variable in
Q14: The LM statistic follows a:
A)t distribution.
B)f distribution.
C)
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