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試卷名稱：110年 - 110 國立臺灣大學_碩士班招生考試_財務金融研究所甲、丙組:商用統計學#105747
年份：110年
科目：研究所、轉學考(插大)◆商用統計學
7.Suppose a population regression model is: Yi =β0 + B1Xi + ui. Yi, Xi, and ui denote the dependent variable,
independent variable, and the error term, respectively. i indexes each individual observation. 
are the
OLS estimators, and 
is the regression residual, using a sample of n observations. Which of the following
statement is false?
(A)
(B)
(C)Suppose 
and the correlation between Xi and ui is zero. Then, the OLS estimator 
is
inconsistent.
(D) The assumption that the correlation between Xi and ui is zero cannot be tested empirically.
(E) None of the above choices (a)-(d)