The OLS estimator
A) has the multivariate normal asymptotic distribution in large samples.
B) is t-distributed.
C) has the multivariate normal distribution regardless of the sample size.
D) is F-distributed.
Answer: A
Economics
A) has the multivariate normal asymptotic distribution in large samples.
B) is t-distributed.
C) has the multivariate normal distribution regardless of the sample size.
D) is F-distributed.
Answer: A