問題詳情

10. Which of the following is false?
(A) If all Gauss-Markov conditions are satisfied, the OLS estimators are unbiased.
(B) If all Gauss-Markov conditions are satisfied, the OLS estimators are consistent.
(C) If all Gauss-Markov conditions are satisfied, the OLS estimators have the lowest conditional variance amongall linear conditionally unbiased estimators.
(D) Ifthe conditional variance of ui is heteroscedastic, then Gauss-Markov conditions are violated and the OLSestimators are biased.
(E) None of the above choices (a)-(d).

參考答案

答案:[無官方正解]
難度:計算中-1
書單:沒有書單,新增