Kizspy | Question: 24 (Choose 1 answer)
Which of the following is true of the OLS t statistics?
A. The heteroskedasticity-robust t statistics are justified only if the sample size is large.
B. The heteroskedasticty-robust t statistics are justified only if the sample size is small.
C. The usual t statistics do not have exact t distributions if the sample size is large.
D. In the presence of homoscedasticity, the usual t statistics do not have exact t distributions if the sample size is small.
