The Heteroskedasticity-Robust Estimator Of $\sum \sqrt { n ( \hat { \beta } - \beta ) }$

question 39

Multiple Choice

The heteroskedasticity-robust estimator of $\sum \sqrt { n ( \hat { \beta } - \beta ) }$ is obtained

• A)from ( \(X ^ { \prime }\) X)^-1 \(X ^ { \prime }\) ^U.
• B)by replacing the population moments in its definition by the identity matrix.
• C)from feasible GLS estimation.
• D)by replacing the population moments in its definition by sample moments.

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