Author Question: GLS involves A) writing the model in differences and estimating it by OLS, using HAC standard ... (Read 490 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?

Cucumber slices relieve headaches by tightening blood vessels, reducing blood flow to the area, and relieving pressure.

Did you know?

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

Did you know?

In women, pharmacodynamic differences include increased sensitivity to (and increased effectiveness of) beta-blockers, opioids, selective serotonin reuptake inhibitors, and typical antipsychotics.

Did you know?

Approximately 500,000 babies are born each year in the United States to teenage mothers.

Did you know?

There can actually be a 25-hour time difference between certain locations in the world. The International Date Line passes between the islands of Samoa and American Samoa. It is not a straight line, but "zig-zags" around various island chains. Therefore, Samoa and nearby islands have one date, while American Samoa and nearby islands are one day behind. Daylight saving time is used in some islands, but not in others—further shifting the hours out of sync with natural time.

For a complete list of videos, visit our video library