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(Solved): Which of the following is true of the OLS t statistics? The usual t statistics do not have exact t ...
Which of the following is true of the OLS t statistics? The usual t statistics do not have exact t distributions if the sample size is large. In the presence of homoscedasticity, the usual t statistics do not have exact t distributions if the sample size is small. The heteroskedasticity-robust t statistics are justified only if the sample size is large. The heteroskedasticty-robust t statistics are justified only if the sample size is small.