問題詳情

5. Suppose a population regression equation is: Yi=β0 +β1Xi +ui. Yi, Xi, and ui denote the dependent variable, independentvariable, and the error term, respectively. i indexes cach individual observation. Which of the following statement is correct?
(A) If

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

is unbiased.
(B) If

 and the correlation between Xi； and ui； is zero, the OLS estimator 

 is inconsistent.
(C) 

, the correlation between Xi and ue may not be zero.
(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