The GLS Assumptions Include All of the Following, with the Exception

question 44

Multiple Choice

The GLS assumptions include all of the following, with the exception of

• A)the X_i are fixed in repeated samples.
• B)X_i and u_i have nonzero finite fourth moments.
• C)E(U \(U'\) \(|X\) )= ?(X), where ?(X)is n × n matrix-valued that can depend on X.
• D)E(U \(|X\) )= 0_n.

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