Infeasible GLS
A) requires too much memory even for today's PCs.
B) uses complicated interative techniques.
C) cannot be calculated since it also uses quasi differences for Xt.
D) assumes the parameters of the error autocorrelation process to be known.
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Q2: A distributed lag regression
A)is also called AR(p).
B)can
Q6: GLS
A)results in smaller variances of the estimator
Q7: A seasonal binary (or indicator or dummy)variable,
Q10: To convey information about the dynamic multipliers
Q11: GLS involves
A)writing the model in differences and
Q11: The distributed lag model is given by
A)Yt
Q12: The concept of exogeneity is important because
A)it
Q15: In time series, the definition of causal
Q16: Sensitivity analysis of the results may include
Q19: Ascertaining whether or not a regressor is
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