Multiple Choice
Autocorrelation occurs when
A) an omitted independent variable is correlated with the error term.
B) the error term is correlated across different time-periods.
C) the error term has a non-constant variance.
D) the error term is,on average,equal to zero.
Correct Answer:
Verified
Correct Answer:
Verified
Q29: Iterations in the Cochrane-Orcutt method for
Q30: What is the intuition behind the Regression
Q31: An AR(1,6)process is written as<br>A)
Q32: The most likely violation of the assumptions
Q33: Autocorrelation violates the time-series assumption<br>A)T3.<br>B)T4.<br>C)T5.<br>D)T6.
Q35: The third step of the Regression
Q36: A unit root exists when<br>A)the parameter on
Q37: The first step of the Durbin-Watson test
Q38: The first step of the Regression test
Q39: The third step in the first