Which of the Following Statements Is True

question 8

Multiple Choice

Which of the following statements is true?

• A)A model with a lagged dependent variable cannot satisfy the strict exogeneity assumption.
• B)Stationarity is critical for OLS to have its standard asymptotic properties.
• C)Efficient static models can be estimated for nonstationary time series.
• D)In an autoregressive model, the dependent variable in the current time period varies with the error term of previous time periods.

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