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The Newey-West standard errors should be used to: Select one: A

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The Newey-West standard errors should be used to:

Select one:

A. Correct the OLS coefficient estimates when there is evidence that the estimated residuals are heteroscesdastic and serially correlated

B. Correct the OLS coefficient estimates when there is evidence that the estimated residuals are heteroscesdastic but not serially correlated

C. Correct the t-statistics in the regression when there is evidence that the estimated residuals are heteroscesdastic but not serially correlated

D. Correct the t-statistics in the regression when there is evidence that the estimated residuals are heteroscesdastic and serially correlated

E. Correct the R²statistic in the regression when there is evidence of non-normality in the estimated residuals