« previous next »

Author Question: GLS involves A) writing the model in differences and estimating it by OLS, using HAC standard ... (Read 415 times)

tatyanajohnson

  • Hero Member
  • *****
  • Posts: 569
on: Jun 29, 2018
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
Reply #1 on: Jun 29, 2018
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
« previous next »
 

Did you know?

Blood in the urine can be a sign of a kidney stone, glomerulonephritis, or other kidney problems.

Did you know?

Limit intake of red meat and dairy products made with whole milk. Choose skim milk, low-fat or fat-free dairy products. Limit fried food. Use healthy oils when cooking.

Did you know?

Giardia is one of the most common intestinal parasites worldwide, and infects up to 20% of the world population, mostly in poorer countries with inadequate sanitation. Infections are most common in children, though chronic Giardia is more common in adults.

Did you know?

Methicillin-resistant Staphylococcus aureus or MRSA was discovered in 1961 in the United Kingdom. It if often referred to as a superbug. MRSA infections cause more deaths in the United States every year than AIDS.

Methicilli ...
Did you know?

As the western states of America were settled, pioneers often had to drink rancid water from ponds and other sources. This often resulted in chronic diarrhea, causing many cases of dehydration and death that could have been avoided if clean water had been available.

NMD differences between yeast and mammals NMD differences between yeast and mammals
Model of transporter passage through an NPC Model of transporter passage through an NPC
An example of the sometimes drastic differences in placarding regulations in the United States ... An example of the sometimes drastic differences in placarding regulations in the United States ...
Effect of “Moral Restraint” in the Malthusian Model Effect of “Moral Restraint” in the Malthusian Model
Standard Electrode Potentials at 25 Degrees Standard Electrode Potentials at 25 Degrees
Major phenotypic differences between maize and teosinte Major phenotypic differences between maize and teosinte
Video: Digestive System Animation

For a complete list of videos, visit our video library