Sensitivity analysis of the results may include the following with the exception of
A) stability over time analysis of the estimated multipliers.
B) using homoskedasticity only rather than HAC standard errors.
C) investigation of omitted variable bias.
D) looking at different computations of the HAC standard errors.
Correct Answer:
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Q11: GLS involves
A)writing the model in differences and
Q12: The concept of exogeneity is important because
A)it
Q13: The Cochrane-Orcutt iterative method is
A)a special case
Q14: Quasi differences in Yt are defined as
A)Yt
Q15: In time series, the definition of causal
Q17: The distributed lag model is given by
A)Yt
Q18: The concepts of exogeneity, strict exogeneity, and
Q19: Ascertaining whether or not a regressor is
Q20: Infeasible GLS
A)requires too much memory even for
Q21: HAC standard errors should be used because
A)they
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