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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 195 times)

yoooooman

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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.



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chevyboi1976

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Answer to Question 1

Answer: B

Answer to Question 2

Answer: C




yoooooman

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Reply 2 on: Jun 29, 2018
:D TYSM


cassie_ragen

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

 

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