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    Exam 15: Estimation of Dynamic Causal Effects
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    Autocorrelation of the Error Terms
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Autocorrelation of the Error Terms

Question 17

Question 17

Multiple Choice

Autocorrelation of the error terms


A) makes it impossible to calculate homoskedasticity only standard errors.
B) causes OLS to be no longer consistent.
C) causes the usual OLS standard errors to be inconsistent.
D) results in OLS being biased.

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