Which of the Following Is True of the OLS T

question 6

Multiple Choice

Which of the following is true of the OLS t statistics?

• A)The heteroskedasticity-robust t statistics are justified only if the sample size is large.
• B)The heteroskedasticty-robust t statistics are justified only if the sample size is small.
• C)The usual t statistics do not have exact t distributions if the sample size is large.
• D)In the presence of homoskedasticity, the usual t statistics do not have exact t distributions if the sample size is small.

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