Which of the following does NOT happen when one random walk variable is regressed on another random walk variable in a r
Posted: Mon May 02, 2022 7:54 am
Which of the following does NOT happen when one random walk variable is regressed on another random walk variable in a repeated sample Y+ = bo+ b1X+ + Ut = A) The distribution of slope estimates of biis centred on the true value B) The distribution of slope estimates of bi collapses as the sample size increases C) The distribution of standard errors of b, converges as the sample size gets bigger D) The distribution of the t statistics on the estimate of bi widens as the sample size increases