Under the Five Extended Least Squares Assumptions, the Homoskedasticity-Only T- $t$

question 10

Short Answer

Under the five extended least squares assumptions, the homoskedasticity-only t- distribution in this chapter a. has a Student $t$ distribution with $n$ -2 degrees of freedom.
b. has a normal distribution.
c. converges in distribution to a $\chi _ { n - 2 } ^ { 2 }$ distribution.
d. has a Student $t$ distribution with $n$ degrees of freedom.

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