看了国内某校的题目问问大家:判断对错且说明原因。谢谢大家!
a. In the presence of hetroskedasticity, the White procedure is the best solution because it will provide an efficient estimator for the coefficients.
b. In the linear regression framework, the OLS is equivalent to the MLE if the error terms are normally distributed. The normality assumption is also necessary for the estimator to be “consistent and asymptotic normal”.