Autocorrelation of the error terms
A) makes it impossible to calculate homoskedasticity only standard errors.
B) causes OLS to be no longer consistent.
C) causes the usual OLS standard errors to be inconsistent.
D) results in OLS being biased.
Correct Answer:
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Q1: The impact effect is the
A)zero period dynamic
Q2: A distributed lag regression
A)is also called AR(p).
B)can
Q3: Estimation of dynamic multipliers under strict exogeneity
Q5: The long-run cumulative dynamic multiplier
A)cannot be calculated
Q6: GLS
A)results in smaller variances of the estimator
Q7: A seasonal binary (or indicator or dummy)variable,
Q8: Heteroskedasticity- and autocorrelation-consistent standard errors
A)result in the
Q9: The 95% confidence interval for the dynamic
Q10: To convey information about the dynamic multipliers
Q11: GLS involves
A)writing the model in differences and
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