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Author Question: The distributed lag model assumptions include all of the following with the exception of: A) ... (Read 448 times)

Mr3Hunna

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on: Jun 29, 2018
The distributed lag model assumptions include all of the following with the exception of:
 
  A) There is no perfect multicollinearity.
  B) Xt is strictly exogenous.
  C) E(ut Xt, Xt-1, Xt-2) = 0
  D) The random variables Xt and Yt have a stationary distribution.

Question 2

In the distributed lag model, the coefficient on the contemporaneous value of the regressor is called the
 
  A) dynamic effect.
  B) cumulative multiplier.
  C) autoregressive error.
  D) impact effect.


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tsternbergh47

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Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: B

Answer to Question 2

Answer: D


Mr3Hunna

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Reply 2 on: Jun 29, 2018
:D TYSM

ricroger

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

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