150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 5)

If the residuals of a model containing lags of the dependent variable are autocorrelated, which one of the following could this lead to?

5/20

If the residuals of a model containing lags of the dependent variable are autocorrelated, which one of the following could this lead to?

Biased but consistent coefficient estimates

Biased and inconsistent coefficient estimates

Unbiased but inconsistent coefficient estimates

Unbiased and consistent but inefficient coefficient estimates

Giải thích

Chọn đáp án: B