問題詳情

7.Suppose a population regression model is: Yi =β0 + B1Xi + ui. Yi, Xi, and ui denote the dependent variable,independent variable, and the error term, respectively. i indexes each individual observation.

are theOLS estimators, and

is the regression residual, using a sample of n observations. Which of the followingstatement is false?
(A)


(B)


(C)Suppose

and the correlation between Xi and ui is zero. Then, the OLS estimator

isinconsistent.
(D) The assumption that the correlation between Xi and ui is zero cannot be tested empirically.
(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