Autocorrelation can be the result of
A) the omission of an important explanatory variable.
B) using cross-sectional data.
C) multicollinearity.
D) All of the above are correct.

Name: Autocorrelation can be the result of A) the omission of an important explanatory variable. B) using cross-sectional data. C) multicollinearity. D) All of the above are correct.
Brand: Quizplus
Rating: 4.8 (31 reviews)

Question

Quizplus · Accepted Answer

Autocorrelation often arises from the omission of an important explanatory variable, which can cause the residuals to be correlated over time.

Autocorrelation Can Be the Result of