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In a model based on a weakly dependent time series with serial correlation and strictly exogenous explanatory variables, _____. a. the feasible generalized least square estimates are BLUE b. the feasible generalized least square estimates are asymptotically more efficient than OLS estimates c. the feasible generalized least square estimates are unbiased d. the feasible generalized least square estimates are asymptotically less efficient than OLS estimat

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Answer:

Option a (the feasible........BLUE) is the correct option.

Step-by-step explanation:

  • The association with a certain variable and perhaps a lagging representation with its own over time is termed as Serial correlation. OLS could even deliver skewed outcomes and can't thus be utilized attributable to serial correlation.
  • GLS has always been then used that follows BLUE, in other words, GLS even though in this circumstance becomes an appropriate Unbiased Linear Estimator.

The other alternatives are not related to the given scenario. So the above is the right option.

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