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What is a consequence of serial autocorrelation?

A

The expected value of the disturbance term is $E[\varepsilon_t] \neq 0$.

B

The OLS parameter values are biased.

C

Typical t-statistic and F-statistic are valid for making inferences.

D

The Gauss-Markov assumptions are not violated.

E

The covariance between an error term in time $t$ and an error term in time $s$ is $Cov(\varepsilon_t,\varepsilon_s)\neq 0$ for $t\neq s$.

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