The error terms (ut) from a regression are white noise when ut ~ N(0, 2).
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Q10: Q11: The Durbin-Watson statistic is invalid in autoregressive Q12: Application of the Newey-West technique will alter Q13: R-squared is biased downward in a regression Q14: Serial correlation is when E[ui uj] Q15: Autocorrelation increases the probability of a TYPE Q16: Weighted least-squares is efficient when E[ui2] Q17: R-squared from a GLS regression is directly Q18: A regression with a Durbin-Watson statistic close Q20: In the presence of autocorrelated error terms,
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