Which of the following is NOT a reason nonlinear least squares is used to estimate an AR(1) model?
A) linear least squares is not possible since the transformation that allows the new error term to be uncorrelated is no longer linear in parameters
B) using OLS to estimate the untransformed model provides incorrect standard errors
C) the algorithmic nonlinear optimization is less complicated to compute when error terms are correlated
D) minimizing the sum of squares of uncorrelated error terms produces an estimator that is unbiased and consistent
Correct Answer:
Verified
Q1: If you have a times series data
Q2: When a lagged dependent variable is included
Q4: When using the LM test for serial
Q5: Using the notation ARDL(p,q)what does q represent?
A)the
Q6: Which of the following is an example
Q7: Which of the following is an
Q8: Using the notation ARDL(p,q)what does p represent?
A)the
Q9: Which of the following is an
Q10: Which of the following is not a
Q11: If you use a times series data
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