In a Model Based on a Weakly Dependent Time Series

question 1

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

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Definitions:

Mammals

Warm-blooded vertebrates that typically have hair or fur and whose females produce milk for their young.

Disjunctive Proposition

A logical statement that presents two or more options as possibilities, where the truth of at least one option makes the proposition true.

Syllogism Valid

A form of reasoning in which a conclusion is drawn from two given or assumed propositions (premises); valid if the conclusion logically follows from the premises.

Conclusion

The final part of something, such as an argument or a piece of writing, summarizing the main points or deducing a final decision.