True/False
The Durbin-Watson statistic is invalid in autoregressive models, models without a constant term, and models with n = 9.
Correct Answer:
Verified
Correct Answer:
Verified
Q1: Weighted least-squares is efficient when E[u<sub>i</sub><sup>2</sup>]
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Q7: R-squared from a GLS regression is directly
Q8: Serial correlation is when E[u<sub>i</sub> u<sub>j</sub>]
Q9: R-squared is biased downward in a regression
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Q11: A regression with a Durbin-Watson statistic close