Which of the following is an ARDL(3,3)model? A)y_t = $\delta$+ $\theta$₁y_t-1+$\theta$₂y_t-2 +$\theta$₃y_t-3 + $\delta$₀x_t + $\delta$₁x_t-1+$\delta$₂x_t-2+ $\delta$₃x_t-₃+ v_t B)y_t = $\delta$+ $\theta$₁y_t-1+ $\delta$₀x_t + $\delta$₁x_t-1+$\delta$₂x_t-2+ $\delta$₃x_t-₃+ v_t C)y_t = $\delta$+ $\theta$₁y_t-1+$\theta$₂y_t-2 +$\theta$₃y_t-3 + $\delta$₀x_t + $\delta$₁x_t-1+ v_t D)y_t = $\delta$+ $\theta$₁y_t-1+$\theta$₂y_t-2 +$\theta$₃y_t-3 + $\delta$₀x_t + v_t

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Quizplus · Accepted Answer

This is the only option that includes lagged dependent variables and their corresponding coefficients in the model, indicating that it is an ARDL model. The numbers in parentheses represent the number of lags included for the dependent variable and the independent variables, respectively.

Which of the Following Is an ARDL(3,3)model? A)yt = δ\deltaδ θ\thetaθ

Which of the Following Is an ARDL(3,3)model?
A)y_t = $\delta$ $\theta$