« previous next »

Author Question: The interpretation of the coefficients in a distributed lag regression as causal dynamic effects ... (Read 767 times)

Ebrown

  • Hero Member
  • *****
  • Posts: 567
on: Jun 29, 2018
The interpretation of the coefficients in a distributed lag regression as causal dynamic effects hinges on
 
  A) the assumption that X is exogenous
  B) not having more than four lags when using quarterly data
  C) using GLS rather than OLS
  D) the use of monthly rather than annual data

Question 2

GLS
 
  A) results in smaller variances of the estimator than OLS if the regressors are strictly exogenous.
  B) is the same as OLS using HAC standard errors.
  C) can be used even if the regressors are not strictly exogenous.
  D) can be used for time-series estimation, but not in cross-sectional data.


firehawk60

  • Sr. Member
  • ****
  • Posts: 315
Reply #1 on: Jun 29, 2018
Answer to Question 1

Thank you

Answer to Question 2

Answer: A


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
« previous next »
 

Did you know?

Over time, chronic hepatitis B virus and hepatitis C virus infections can progress to advanced liver disease, liver failure, and hepatocellular carcinoma. Unlike other forms, more than 80% of hepatitis C infections become chronic and lead to liver disease. When combined with hepatitis B, hepatitis C now accounts for 75% percent of all cases of liver disease around the world. Liver failure caused by hepatitis C is now leading cause of liver transplants in the United States.

Did you know?

Hyperthyroidism leads to an increased rate of metabolism and affects about 1% of women but only 0.1% of men. For most people, this increased metabolic rate causes the thyroid gland to become enlarged (known as a goiter).

Did you know?

Complications of influenza include: bacterial pneumonia, ear and sinus infections, dehydration, and worsening of chronic conditions such as asthma, congestive heart failure, or diabetes.

Did you know?

Studies show that systolic blood pressure can be significantly lowered by taking statins. In fact, the higher the patient's baseline blood pressure, the greater the effect of statins on his or her blood pressure.

Did you know?

When intravenous medications are involved in adverse drug events, their harmful effects may occur more rapidly, and be more severe than errors with oral medications. This is due to the direct administration into the bloodstream.

Effects of Low and High Doses of Apomorphine Effects of Low and High Doses of Apomorphine
Effects of Therapy for Stuttering A functional MRI scan shows regions of the superior temporal lobe Effects of Therapy for Stuttering A functional MRI scan shows regions of the superior temporal lobe
Drug Effects Drug Effects
Analogy showing the effects of substitution, deletion, and insertion of one letter in a sentence Analogy showing the effects of substitution, deletion, and insertion of one letter in a sentence
Earth’s tilt and yearly rotation around the sun cause seasonal effects. The 23° tilt of Earth’s ... Earth’s tilt and yearly rotation around the sun cause seasonal effects. The 23° tilt of Earth’s ...
Major Neurotransmitters and Their Effects Major Neurotransmitters and Their Effects
Video: Inflammatory response Animation

For a complete list of videos, visit our video library