Consider a standard ar model

Reference no: EM133454197

Question: Consider a standard AR(p) model. Which one of the following statements is not correct? a. Because of the autocorrelation, homoskedastic OLS standard errors are not valid. b. One can choose the value of p using adjusted R2. c. One can choose the value of p using AIC/BIC. d. The model can be estimated using OLS.

Reference no: EM133454197

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