Which of the following statements is INCORRECT concerning a comparison of the Box-Pierce Q and the Ljung-Box Q* statistics for linear dependence in time series?
(A)Asymptotically, the values of the two test statistics will be equal (B)The Q test has better small-sample properties than the Q* (C)The Q test is sometimes over-sized for small samples (D)As the sample size tends towards infinity, both tests will show a tendency to always reject the null hypothesis of zero autocorrelation coefficients.
B