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Author Question: Under the VAR assumptions, the OLS estimators are A) consistent and have a joint normal ... (Read 45 times)

casperchen82

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on: Jun 29, 2018
Under the VAR assumptions, the OLS estimators are
 
  A) consistent and have a joint normal distribution even in small samples.
  B) BLUE.
  C) consistent and have a joint normal distribution in large samples.
  D) unbiased.

Question 2

The error term in a multiperiod regression
 
  A) is serially correlated.
  B) causes OLS to be inconsistent.
  C) is serially correlated, but less so the longer the forecast horizon.
  D) is serially uncorrelated.


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thall411

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Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: C

Answer to Question 2

Answer: A


casperchen82

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Reply 2 on: Jun 29, 2018
Gracias!

coreycathey

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Reply 3 on: Yesterday
Great answer, keep it coming :)

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