Autocorrelation Quizzes, Questions & Answers

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S/F Ekonometri Ch 12.1
S/F Ekonometri Ch 12.1

This quiz titled 'S\/F ekonometri ch 12.1' assesses understanding of econometric principles such as autocorrelation, the Durbin-Watson d test, and first-difference transformation. It evaluates critical thinking in econometric...

Questions: 9  |  Attempts: 244   |  Last updated: Sep 2, 2025
  • Sample Question 1
    When autocorrelation is present, OLS estimators are biased as well as inefficient.
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  • Sample Question 2
    The Durbin–Watson d test assumes that the variance of the error term u is homoscedastic.
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  • Sample Question 3
    The first-difference transformation to eliminate autocorrelation assumes that the coefficient of autocorrelation ρ is − 1
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