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    Introductory Econometrics Study Set 1
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    Exam 12: Serial Correlation and Heteroskedasticity in Time Series Regressions
  5. Question
    If There Is Evidence of Serial Correlation, Then FGLS Is
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If There Is Evidence of Serial Correlation, Then FGLS Is

Question 12

Question 12

True/False

If there is evidence of serial correlation, then FGLS is preferred over OLS because the FGLS estimator is unbiased.

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