The assumption that is required to shows the efficiency of the OLS estimator, consistencyand unbiasedness is:i) Cov(u,,u-;){ A0ii) Var(u,) =o?iii) E(u,) = 0iv) u, ~ N(0,0²)a) (i), (ii) and (iii) onlyb) (i) and (iii) onlyc) (ii) and (iv) onlyd) (i), (ii) (iii) and (iv)AnswerO AOD

OLS estimator is a method to know unknown parameters. Assumptions- 1) Linear in coefficients and…

The assumption that is required to shows the efficiency of the OLS estimator, consistency and unbiasedness is: i) Cov(u,,u-;) = j ii) Var(u,) =o² iii) E(u,) = 0 iv) u~ N0, σ') a) (i), (ii) and (iii) only b) (i) and (iii) only c) (ii) and (iv) only d) (i), (ii) (iii) and (iv) Answer O A OB

The assumption that is required to shows the efficiency of the OLS estimator, consistency and unbiasedness is: i) Cov(u,,u-;) = j ii) Var(u,) =o² iii) E(u,) = 0 iv) u~ N0, σ') a) (i), (ii) and (iii) only b) (i) and (iii) only c) (ii) and (iv) only d) (i), (ii) (iii) and (iv) Answer O A OB

ENGR.ECONOMIC ANALYSIS

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ISBN:9780190931919

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Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

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Question

The assumption that is required to shows the efficiency of the OLS estimator, consistency
and unbiasedness is:
i) Cov(u,,u-;)
{ A0
ii) Var(u,) =o?
iii) E(u,) = 0
iv) u, ~ N(0,0²)
a) (i), (ii) and (iii) only
b) (i) and (iii) only
c) (ii) and (iv) only
d) (i), (ii) (iii) and (iv)
Answer
O A
OD

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