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Author Question: The assumption that X has full column rank implies that A) the number of observations equals the ... (Read 241 times)

jwb375

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The assumption that X has full column rank implies that
 
  A) the number of observations equals the number of regressors.
  B) binary variables are absent from the list of regressors.
  C) there is no perfect multicollinearity.
  D) none of the regressors appear in natural logarithm form.

Question 2

Let there be q joint hypothesis to be tested. Then the dimension of r in the expression R = r is
 
  A) q  1.
  B) q  (k+1).
  C) (k+1)  1.
  D) q.

Question 3

A multiperiod regression forecast h periods into the future based on an AR(p) is computed
 
  A) the same way as the iterated AR forecast.
  B) by estimating the multiperiod regression Yt = 0 + 1Yt-h + ... + pYt-p-h+1 + ut, then using the estimated coefficients to compute the forecast h periods in advance.
  C) by estimating the multiperiod regression Yt = 0 + 1Yt-h + ut , then using the estimate coefficients to compute the forecast h period in advance.
  D) by first computing the one-period ahead forecast, next using that to compute the two-period ahead forecast, and so forth.



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smrerig

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Answer to Question 1

Answer: C

Answer to Question 2

Saved me massive time.

Answer to Question 3

Answer: B




jwb375

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Reply 2 on: Jun 29, 2018
Gracias!


bitingbit

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Reply 3 on: Yesterday
Excellent

 

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