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Author Question: If the errors are heteroskedastic, then A) the OLS estimator is still BLUE as long as the ... (Read 266 times)

Evvie72

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on: Jun 29, 2018
If the errors are heteroskedastic, then
 
  A) the OLS estimator is still BLUE as long as the regressors are nonrandom.
  B) the usual formula cannot be used for the OLS estimator.
  C) your model becomes overidentified.
  D) the OLS estimator is not BLUE.

Question 2

The class of linear conditionally unbiased estimators consists of
 
  A) all estimators of 1 that are linear functions of Y1,, Yn and that are unbiased, conditional on X1,, Xn .
  B) OLS, WLS, and TSLS.
  C) those estimators that are asymptotically normally distributed.
  D) all estimators of 1 that are linear functions of X1,, Xn and that are unbiased, conditional on X1,, Xn.


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cascooper22

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Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: D

Answer to Question 2

Answer: A


Evvie72

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Reply 2 on: Jun 29, 2018
Excellent

gcook

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Reply 3 on: Yesterday
Great answer, keep it coming :)

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