What Mathematical Theorem Allows for Normally Distributed Least Squares Estimators

question 8

Multiple Choice

What mathematical theorem allows for normally distributed least squares estimators when assumptions SR1 - SR5 hold but the error term is NOT normally distributed?

• A)Central Limit Theorem
• B)Gauss-Markov Theorem
• C)Law of Large Numbers
• D)the Least Squares Principle

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