Under the Least Squares Assumptions for the Multiple Regression Problem $X _ { i } \text { and } Y _ { i }$

question 20

Multiple Choice

Under the least squares assumptions for the multiple regression problem (zero conditional mean for the error term, all $X _ { i } \text { and } Y _ { i }$ being i.i.d., all $X _ { i } \text { and } u _ { i }$ having finite fourth moments, no perfect multicollinearity) , the OLS estimators for the slopes and intercept

• A) have an exact normal distribution for n>25 .
• B) are BLUE.
• C) have a normal distribution in small samples as long as the errors are homoskedastic.
• D) are unbiased and consistent.

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