Which of the following statements is true?
A. When explanatory variables are not strictly exogenous, the t test for serial correlation is valid.
B. When explanatory variables are not strictly exogenous, the Durbin Watson test for serial correlation is valid.
C. Breusch-Godfrey test can be used to check for second order serial correlation.
D. White test can be used to check for second order serial correlation.
Answer: C
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