econometrics

I have a question on Autocorrelation of OLS model. So I encountered a autocorrelation error, and use Cochrane - Orcutt Two-step Procedure(CORC) to fix it. And my OLS became GLS. And I have no idea how to interpret the coefficient on my initial X and Y with the new model. I mean something like...

1)In one of the practice questions (question 4.06 ) under Quantitative-Analysis_-Gujarati,-Chapters-1--8-Document-1-(L1.T2), it says under sufficiently large d.f., the t, the chi-square, and the F distributions all approach the unit normal distribution... Do they approach unit normal...