Which of the following is a test for serial correlation in the error terms?
A) Johansen test
B) Dickey Fuller test
C) Durbin Watson test
D) White test
Correct Answer:
Verified
Q15: In the presence of serial correlation:
A)estimated standard
Q16: A smaller standard error means:
A)a larger t
Q17: Which of the following is the reason
Q18: In the presence of heteroskedasticity, the usual
Q19: Consistency of FGLS requires:
A)ut to be uncorrelated
Q21: Consistency of feasible generalized least square estimators
Q22: If there is evidence of serial correlation,
Q23: FGLS estimates are efficient when explanatory variables
Q24: The Cochrane-Orcutt and Prais-Winsten methods are iterative
Q25: The serial correlation-robust standard errors are typically
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents