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The 95% Confidence Interval for the Dynamic Multipliers ±\pm

Question 14

Multiple Choice

The 95% confidence interval for the dynamic multipliers should be computed by using the estimated coefficient ±\pm


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.

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