Under the VAR assumptions, the OLS estimators are A) ...

[casperchen82]

Under the VAR assumptions, the OLS estimators are
 
  A) consistent and have a joint normal distribution even in small samples.
  B) BLUE.
  C) consistent and have a joint normal distribution in large samples.
  D) unbiased.

Question 2

The error term in a multiperiod regression
 
  A) is serially correlated.
  B) causes OLS to be inconsistent.
  C) is serially correlated, but less so the longer the forecast horizon.
  D) is serially uncorrelated.

[thall411]

Answer to Question 1

Answer: C

Answer to Question 2

Answer: A

[casperchen82]

Thanks for the timely response, appreciate it

[jackie]

Gracias!