Multiple Choice
Which of the following tests can be used to test for heteroskedasticity in a time series?
A) Johansen test
B) Dickey-Fuller test
C) Breusch-Pagan test
D) Durbin's alternative test
Correct Answer:
Verified
Correct Answer:
Verified
Q5: In the time series literature, the serial
Q6: The serial correlation-robust standard errors are typically
Q7: A smaller standard error means:<br>A)a larger t
Q8: Consistency of feasible generalized least square estimators
Q9: Which of the following is the reason
Q11: In time series regressions, it is advisable
Q12: If there is evidence of serial correlation,
Q13: Which of the following statements is true?<br>A)Prais-Winsten
Q14: The equation u<sup>2</sup>t <sub> </sub>= <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB8272/.jpg"
Q15: The Cochrane-Orcutt and Prais-Winsten methods are iterative