In the time series literature, the serial correlation-robust standard errors are sometimes called:
A)homoskedasticity and autocorrelation inconsistent standard errors.
B)homoskedasticity and autocorrelation consistent standard errors.
C)heteroskedasticity and autocorrelation inconsistent standard errors.
D)heteroskedasticity and autocorrelation consistent standard errors.

Question

​In the time series literature, the serial correlation-robust standard errors are sometimes called:
A)​homoskedasticity and autocorrelation inconsistent standard errors.
B)​homoskedasticity and autocorrelation consistent standard errors.
C)​heteroskedasticity and autocorrelation inconsistent standard errors.
D)​heteroskedasticity and autocorrelation consistent standard errors.

Quizplus · Accepted Answer

The Answer is D

​In the Time Series Literature, the Serial Correlation-Robust Standard Errors

In the Time Series Literature, the Serial Correlation-Robust Standard Errors