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Questions › JNU › JNU SSS 2019 › Q39
1 markEconometrics › Classical assumptions and their violations › AutocorrelationHardabout 2 min

JNU SSS 2019 Question 39: Classical assumptions and their violations

The sources of auto correlation among the following are:

I. Omitted explanatory variables

II. Interpolation in the statistical observation

III. Mis-specification of the true random term 'v'

IV. Economic variables to move together over time

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Classical assumptions and their violations has come up 26 times in 7 exams since 2011.

What this question tests

This question is on Autocorrelation, part of Classical assumptions and their violations in Econometrics.

Errors correlated over time: causes, consequences and the Durbin-Watson test.

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