Heteroskedasticity- and Autocorrelation-Consistent Standard Errors

question 23

Multiple Choice

Heteroskedasticity- and autocorrelation-consistent standard errors

• A)result in the OLS estimator being BLUE.
• B)should be used when errors are autocorrelated.
• C)are calculated when using the Cochrane-Orcutt iterative procedure.
• D)have the same formula as the heteroskedasticity robust standard errors in cross-sections.

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