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Basic Question 1 of 6

Generally positive serial correlation will lead us to compute artificially ______ (small? large?)standard errors for the regression parameters, causing the t-statistics to be ______ (small? large).

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I used your notes and passed ... highly recommended!
Lauren

Lauren

Learning Outcome Statements

explain serial correlation and how it affects statistical inference;

CFA® 2025 Level II Curriculum, Volume 1, Module 3.