A distributed lag regression
A) is also called AR(p) .
B) can also be used with cross-sectional data.
C) gives estimates of dynamic causal effects.
D) is sometimes referred to as ADL.
Correct Answer:
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Q1: The impact effect is the
A)zero period dynamic
Q3: Estimation of dynamic multipliers under strict exogeneity
Q4: Autocorrelation of the error terms
A)makes it impossible
Q5: The long-run cumulative dynamic multiplier
A)cannot be calculated
Q6: GLS
A)results in smaller variances of the estimator
Q7: A seasonal binary (or indicator or dummy)variable,
Q8: Heteroskedasticity- and autocorrelation-consistent standard errors
A)result in the
Q9: The 95% confidence interval for the dynamic
Q10: To convey information about the dynamic multipliers
Q11: GLS involves
A)writing the model in differences and
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