This topic contains a solution. Click here to go to the answer

Author Question: The TSLS estimator is A) (X'X)-1 X'Y B) (X'Z(Z'Z)-1 Z'X)-1 X'Z(Z'Z)-1 Z' Y C) (X-1X)-1(X-1Y) ... (Read 200 times)

yoooooman

  • Hero Member
  • *****
  • Posts: 557
The TSLS estimator is
 
  A) (X'X)-1 X'Y
  B) (X'Z(Z'Z)-1 Z'X)-1 X'Z(Z'Z)-1 Z' Y
  C) (X-1X)-1(X-1Y)
  D) (X'Pz)-1PzY

Question 2

A vector autoregression
 
  A) is the ADL model with an AR process in the error term.
  B) is the same as a univariate autoregression.
  C) is a set of k time series regressions, in which the regressors are lagged values of all k series.
  D) involves errors that are autocorrelated but can be written in vector format.



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by a Subject Expert

chevyboi1976

  • Sr. Member
  • ****
  • Posts: 344
Answer to Question 1

Answer: B

Answer to Question 2

Answer: C




yoooooman

  • Member
  • Posts: 557
Reply 2 on: Jun 29, 2018
Gracias!


kishoreddi

  • Member
  • Posts: 329
Reply 3 on: Yesterday
Wow, this really help

 

Did you know?

The highest suicide rate in the United States is among people ages 65 years and older. Almost 15% of people in this age group commit suicide every year.

Did you know?

Approximately 70% of expectant mothers report experiencing some symptoms of morning sickness during the first trimester of pregnancy.

Did you know?

There are more bacteria in your mouth than there are people in the world.

Did you know?

Calcitonin is a naturally occurring hormone. In women who are at least 5 years beyond menopause, it slows bone loss and increases spinal bone density.

Did you know?

Tobacco depletes the body of vitamins A, C, and E, which can result in any of the following: dry hair, dry skin, dry eyes, poor growth, night blindness, abscesses, insomnia, fatigue, reproductive system problems, sinusitis, pneumonia, frequent respiratory problems, skin disorders, weight loss, rickets, osteomalacia, nervousness, muscle spasms, leg cramps, extremity numbness, bone malformations, decayed teeth, difficulty in walking, irritability, restlessness, profuse sweating, increased uric acid (gout), joint damage, damaged red blood cells, destruction of nerves, infertility, miscarriage, and many types of cancer.

For a complete list of videos, visit our video library