When the Coefficient of Determination Is near 1 but the T-Statistics

question 23

Multiple Choice

When the coefficient of determination is near 1 but the t-statistics are all insignificant,the regression likely suffers from:

• A) nonconstant variance of the error terms.
• B) multicollinearity.
• C) serial correlation.
• D) randomness.
• E) nonidentifiability.

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Definitions:

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