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    Practical Econometrics
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    Exam 11: Auto-Correlation
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    The Most Likely Violation of the Assumptions Required for OLS
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The Most Likely Violation of the Assumptions Required for OLS

Question 32

Question 32

Multiple Choice

The most likely violation of the assumptions required for OLS to be BLUE when dealing with time-series data is referred to as


A) heteroskedasticity.
B) homeskedasticity.
C) autocorrelation.
D) autoskedasticity.

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