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:
Verified
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
Q10: To convey information about the dynamic multipliers
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
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