Multiple Choice
Heteroskedasticity- and autocorrelation-consistent standard errors
A) result in the OLS estimator being BLUE.
B) should be used when errors are autocorrelated.
C) are calculated when using the Cochrane-Orcutt iterative procedure.
D) have the same formula as the heteroskedasticity robust standard errors in cross-sections.
Correct Answer:
Verified
Correct Answer:
Verified
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