Under the Five Extended Least Squares Assumptions, the Homoskedasticity-Only T-Distribution $x _ { n - 2 } ^ { 2 }$

question 48

Multiple Choice

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 \(x _ { n - 2 } ^ { 2 }\) distribution.
• D)has a Student t distribution with n degrees of freedom.

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