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Which of the following is not a direct cause of autocorrelation or heteroskedasticity in the...

Which of the following is not a direct cause of autocorrelation or heteroskedasticity in the residuals of a regression model?

A.

A structural break in the dependent variable

B.

A high positive correlation between two explanatory variables

C.

The omission of a relevant explanatory variable

D.

Using an inappropriate functional form in the model

PRMIA 8002 Summary

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  • Product: 8002
  • Update on: Jul 25, 2025
  • Questions: 132
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