Multiple Choice
Which of the following is one way to detect autocorrelation?
A) Estimate a standard OLS model and look at sign of coefficient.
B) Graph the residuals over time.
C) Estimate an auxiliary regression where the value of X is the dependent variable and the lagged value of X is the independent variable.
D) Estimate an auxiliary regression where the value of e (the residual) is the dependent variable and the lagged value of X is the independent variable.
Correct Answer:

Verified
Correct Answer:
Verified
Q11: Using equations, describe/show the steps needed to
Q12: Explain the three ways in which a
Q13: Which of the following correctly states
Q14: In time series data, if errors are
Q15: The interpretation of the coefficient in
Q16: We face the largest risk of
Q17: Which of the following is the most
Q19: A stationary variable has:<br>A) The same distribution
Q20: Describe, using equations, how you would implement
Q21: Which of the following is not a