GLS Involves

question 46

Multiple Choice

GLS involves

• A)writing the model in differences and estimating it by OLS, using HAC standard errors.
• B)truncating the sample at both ends of the period, then estimating by OLS using HAC standard errors.
• C)checking the AIC rather than the BIC in choosing the maximum lag-length of the regressors.
• D)transforming the regression model so that the errors are homoskedastic and serially uncorrelated, and then estimating the transformed regression model by OLS.

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