Autoregressive error terms are potentially problematic because they result in
A)biased parameter estimates.
B)estimated standard errors that are incorrect.
C)estimated standard errors that are always too small.
D)incorrect estimated slope coefficients.

Question

Quizplus · Accepted Answer

Autoregressive error terms can lead to incorrect estimated standard errors, which can affect hypothesis testing and confidence intervals.

Autoregressive Error Terms Are Potentially Problematic Because They Result in