True or false: If the errors in a regression model contain ARCH, they must be serially correlated?

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True or false: "If the errors in a regression model contain ARCH, they must be serially correlated?

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Introductory Econometrics A Modern Approach

ISBN: 978-0324660548

4th edition

Authors: Jeffrey M. Wooldridge

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Question Posted: Apr 21, 2016 04:56 AM

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True or false: If the errors in a regression model contain ARCH, they must be serially correlated?

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To conclude we can say that this is false and ...View the full answer

Introductory Econometrics A Modern Approach

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