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Which of the Following Statements Is True

Question 22

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.

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