Asymptotic distribution theory is
A) not practically relevant, because we never have an infinite number of observations.
B) only of theoretical interest.
C) of interest because it tells you what the distribution approximately looks like in small samples.
D) the distribution of statistics when the sample size is very large.
Correct Answer:
Verified
Q2: Estimation by WLS
A)although harder than OLS, will
Q3: The Gauss-Markov Theorem proves that
A)the OLS estimator
Q4: The following is not one of
Q5: You need to adjust
Q6: Slutsky's theorem combines the Law of Large
Q7: Besides the Central Limit Theorem, the other
Q8: If the errors are heteroskedastic, then
A)the OLS
Q9: It is possible for an estimator
Q10: The OLS estimator is a linear
Q11: The class of linear conditionally unbiased estimators
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