If OLS estimators satisfy asymptotic normality, it implies that: they are approx
ID: 3359461 • Letter: I
Question
If OLS estimators satisfy asymptotic normality, it implies that:
they are approximately normally distributed in large enough sample sizes.
they are approximately normally distributed in samples with less than 10 observations.
a.they have a constant mean equal to zero and variance equal to 2.
b.they have a constant mean equal to one and variance equal to .
c.they are approximately normally distributed in large enough sample sizes.
d.they are approximately normally distributed in samples with less than 10 observations.
Explanation / Answer
Answer: c)
If OLS estimators satisfy asymptotic normality it implies that,
they are approximately normally distributed in large enough sample sizes.
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