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Author Question: When the errors are heteroskedastic, then A) WLS is efficient in large samples, if the functional ... (Read 174 times)

Yolanda

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When the errors are heteroskedastic, then
 
  A) WLS is efficient in large samples, if the functional form of the heteroskedasticity is known.
  B) OLS is biased.
  C) OLS is still efficient as long as there is no serial correlation in the error terms.
  D) weighted least squares is efficient.

Question 2

If, in addition to the least squares assumptions made in the previous chapter on the simple regression model, the errors are homoskedastic, then the OLS estimator is
 
  A) identical to the TSLS estimator.
  B) BLUE.
  C) inconsistent.
  D) different from the OLS estimator in the presence of heteroskedasticity.



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Kaytorgator

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Answer to Question 1

Answer: A

Answer to Question 2

Answer: B




Yolanda

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Reply 2 on: Jun 29, 2018
:D TYSM


at

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Reply 3 on: Yesterday
Gracias!

 

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