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Basic Question 0 of 11

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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Craig Baugh

Craig Baugh

Learning Outcome Statements

describe the types of investment problems addressed by multiple linear regression and the regression process;

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