Multiple Choice
Which of the following statements is true?
A) When explanatory variables are not strictly exogenous, the t test for serial correlation is valid.
B) When explanatory variables are not strictly exogenous, the Durbin Watson test for serial correlation is valid.
C) Breusch-Godfrey test can be used to check for second order serial correlation.
D) White test can be used to check for second order serial correlation.
Correct Answer:

Verified
Correct Answer:
Verified
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