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Econometrics

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Moderate

Conditional Expectation Properties

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Which of the following is a property of a conditional expectation (select all of which apply)? Select ALL that apply.

A

$E(Y|Y) = E[Y]$

B

$E[f(Y)|Y]] = f(Y)$

C

$E[(Y + X)|Z] = E[Y|Z] + E[X|Z]$

D

$E[cY|X] = cE[Y|X]$

E

$E[YX|Z] = E[Y|Z]E[X|Z]$