The Heteroskedasticity-Robust Estimator Of $\sum _ { \sqrt { n } ( \hat { \beta } - \beta ) }$

question 27

Multiple Choice

The heteroskedasticity-robust estimator of $\sum _ { \sqrt { n } ( \hat { \beta } - \beta ) }$ is obtained

• A) \(\text { from } \left( \boldsymbol { X } ^ { \prime } \boldsymbol { X } \right) ^ { - 1 } \boldsymbol { X } ^ { \prime } \boldsymbol { U }\)
• B) by replacing the population moments in its definition by the identity matrix.
• C) from feasible GLS estimation.
• D) by replacing the population moments in its definition by sample moments.

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