Under the VAR Assumptions, the OLS Estimators Are

question 10

Multiple Choice

Under the VAR assumptions, the OLS estimators are

• A)consistent and have a joint normal distribution even in small samples.
• B)BLUE.
• C)consistent and have a joint normal distribution in large samples.
• D)unbiased.

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Definitions:

T-bills

Short-term U.S. government debt obligations known for their safety and liquidity, maturing in one year or less.

Money Market Mutual Funds

Investment funds that invest in short-term debt securities, providing investors with high liquidity and a relatively safe investment.

Eurodollars

Deposits held in U.S. dollars at banks outside the United States, used in international transactions and considered an important part of the global money market.

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An index that measures the performance of the largest companies listed on the Hong Kong Stock Exchange, representing various sectors of the economy.