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Author Question: Ascertaining whether or not a regressor is strictly exogenous or exogenous ultimately requires all ... (Read 465 times)

SO00

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on: Jun 29, 2018
Ascertaining whether or not a regressor is strictly exogenous or exogenous ultimately requires all of the following with the exception of
 
  A) economic theory.
  B) institutional knowledge.
  C) expert judgment.
  D) use of HAC standard errors.

Question 2

Heteroskedasticity- and autocorrelation-consistent standard errors
 
  A) result in the OLS estimator being BLUE.
  B) should be used when errors are autocorrelated.
  C) are calculated when using the Cochrane-Orcutt iterative procedure.
  D) have the same formula as the heteroskedasticity robust standard errors in cross-sections.


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frankwu0507

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

Answer: D

Answer to Question 2

Answer: B


SO00

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Reply 2 on: Jun 29, 2018
Gracias!

dyrone

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Reply 3 on: Yesterday
Excellent

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