Author Question: Infeasible GLS A) requires too much memory even for today's PCs. B) uses complicated interative ... (Read 845 times)

Collmarie · **on:** Jun 29, 2018

Infeasible GLS

A) requires too much memory even for today's PCs.
B) uses complicated interative techniques.
C) cannot be calculated since it also uses quasi differences for Xt.
D) assumes the parameters of the error autocorrelation process to be known.

Question 2

The 95 confidence interval for the dynamic multipliers should be computed by using the estimated coefficient

A) 1.96 times the RMSFE.
B) 1.96 times the HAC standard errors.
C) 1.96, since the HAC errors are standardized.
D) 1.64 times the HAC standard errors since the alternative hypothesis is one-sided.