NO.PZ2018101001000040
问题如下:
Which of the following statements about positive serial correlation is most likely correct?
选项:
A.It will not affect the consistency and estimation of regression coefficients.
B.It will lead a higher standard errors of regression coefficients.
C.It will lead a smaller t-statistics of regression coefficients.
解释:
A is correct.
考点: Serial correlation.
解析: 本题考的是正序列相关的特征。正序列相关只会影响残值ε的波动,但对回归方程本身的精确度无影响,也不会影响系数的估计。但正序列相关会使标准误变小,造成t统计量变大。所以A的描述是正确的,B和C的描述是错误的。选择A。
B错在哪里