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.
Correct Answer:
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Q4: Autocorrelation of the error terms
A)makes it impossible
Q7: A seasonal binary (or indicator or dummy)variable,
Q9: The long-run cumulative dynamic multiplier a.
Q10: To convey information about the dynamic multipliers
Q11: GLS involves
A)writing the model in differences and
Q12: A distributed lag regression a. is
Q13: The Cochrane-Orcutt iterative method is
A)a special case
Q15: The concepts of exogeneity, strict exogeneity, and
Q16: Sensitivity analysis of the results may include
Q16: Infeasible GLS a. requires too much
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