Multiple Choice
In a model based on a weakly dependent time series with serial correlation and strictly exogenous explanatory variables, _____.
A) the feasible generalized least square estimates are unbiased
B) the feasible generalized least square estimates are BLUE
C) the feasible generalized least square estimates are asymptotically more efficient than OLS estimates
D) the feasible generalized least square estimates are asymptotically less efficient than OLS estimates
Correct Answer:
Verified
Correct Answer:
Verified
Q2: In the presence of heteroskedasticity, the usual
Q3: Which of the following identifies an advantage
Q4: In the presence of serial correlation:<br>A)estimated standard
Q5: In the time series literature, the serial
Q6: The serial correlation-robust standard errors are typically
Q7: A smaller standard error means:<br>A)a larger t
Q8: Consistency of feasible generalized least square estimators
Q9: Which of the following is the reason
Q10: Which of the following tests can be
Q11: In time series regressions, it is advisable