Author Question: GLS involves A) writing the model in differences and estimating it by OLS, using HAC standard ... (Read 159 times)

tatyanajohnson

  • Hero Member
  • *****
  • Posts: 569
GLS involves
 
  A) writing the model in differences and estimating it by OLS, using HAC standard errors.
  B) truncating the sample at both ends of the period, then estimating by OLS using HAC standard errors.
  C) checking the AIC rather than the BIC in choosing the maximum lag-length of the regressors.
  D) transforming the regression model so that the errors are homoskedastic and serially uncorrelated, and then estimating the transformed regression model by OLS.

Question 2

GLS is consistent and BLUE if
 
  A) X is predetermined.
  B) the error process is AR(1).
  C) X is strictly exogenous.
  D) all the roots are inside the unit circle.



enass

  • Sr. Member
  • ****
  • Posts: 380
Answer to Question 1

Answer: D

Answer to Question 2

Answer: C



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
 

Did you know?

Pink eye is a term that refers to conjunctivitis, which is inflammation of the thin, clear membrane (conjunctiva) over the white part of the eye (sclera). It may be triggered by a virus, bacteria, or foreign body in the eye. Antibiotic eye drops alleviate bacterial conjunctivitis, and antihistamine allergy pills or eye drops help control allergic conjunctivitis symptoms.

Did you know?

Addicts to opiates often avoid treatment because they are afraid of withdrawal. Though unpleasant, with proper management, withdrawal is rarely fatal and passes relatively quickly.

Did you know?

Ether was used widely for surgeries but became less popular because of its flammability and its tendency to cause vomiting. In England, it was quickly replaced by chloroform, but this agent caused many deaths and lost popularity.

Did you know?

The B-complex vitamins and vitamin C are not stored in the body and must be replaced each day.

Did you know?

The immune system needs 9.5 hours of sleep in total darkness to recharge completely.

For a complete list of videos, visit our video library