阿摩線上測驗
6. Consider the linear population model with intercept:
$y_t = \alpha + \beta x_t + \varepsilon_t$
The variance structure is known as below:
$E(\varepsilon_t^2) = \sigma^2 h_t^2,$
Which regression may obtain efficiency $\hat{\beta}$ estimator?
(A) Regress \( y_{t} \) on 1, \( x_{t} \)
(B) Regress \( y_{t} / h_{t} \) on 1/ht ,xt/ht
(C) Regress \( y_{t} / h_{t}^{2} \) on 1/h2t ,xt/h2t
(D) Regress \( y_{t} \) on 1/ht ,xt/ht
(E) Regress \( y_{t} / h_{t} \) on 1, \( x_{t} \)
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統計： 尚無統計資料
統計： 尚無統計資料
