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Consistency of FGLS Requires

Question 19

Multiple Choice

Consistency of FGLS requires:


A) ​ut to be uncorrelated with xt-1, xt, and xt+1.
B) ​ut to be uncorrelated with xt and xt+1.
C) ​ut to be correlated with xt and xt+1.
D) ​ut to be correlated with xt-1, xt, and xt+1.

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