To Prove That the OLS Estimator Is BLUE Requires the Following

question 28

Multiple Choice

To prove that the OLS estimator is BLUE requires the following assumption

• A)(X_i,Y_i)i = 1, …, n are i.i.d. draws from their joint distribution
• B)X_i and u_i have nonzero finite fourth moments
• C)the conditional distribution of u_i given X_i is normal
• D)none of the above

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