20- If OLS is used in the presence of autocorrelation, which of the following will be likely consequences?* i) Coefficient estimates may be inconsistent ii) Hypothesis tests could reach the wrong...


20- If OLS is used in the presence of autocorrelation, which of the following will<br>be likely consequences?*<br>i) Coefficient estimates may be inconsistent<br>ii) Hypothesis tests could reach the wrong conclusions<br>iii) Coefficient estimates made from the model could be biased<br>iv) Standard errors and t-statistics may be misleading<br>O a. (1) and (v) only<br>O b.0) and (i) only<br>O c() (1), and (ii) only<br>O d. ). (), (1) and (iv) only<br>

Extracted text: 20- If OLS is used in the presence of autocorrelation, which of the following will be likely consequences?* i) Coefficient estimates may be inconsistent ii) Hypothesis tests could reach the wrong conclusions iii) Coefficient estimates made from the model could be biased iv) Standard errors and t-statistics may be misleading O a. (1) and (v) only O b.0) and (i) only O c() (1), and (ii) only O d. ). (), (1) and (iv) only

Jun 11, 2022
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