Which of the following are correct are OLS estimation in the presence of autocorrelation?
A. The estimated coefficients are linear
B. The estimated coefficients are unbiased
C. The estimated coefficients are biased
D. The estimated coefficients are consistent
E. The estimated coefficients are efficient
Choose the correct answer from the options given below:
1
A, C and D only
2
A, B and D only
3
A, C and E only
4
C, D and E only