The distributed lag model assumptions include all of the following with the exception of:
A)There is no perfect multicollinearity.
B)Xt is strictly exogenous.
C)E(ut Xt,Xt-1,Xt-2)= 0
D)The random variables Xt and Yt have a stationary distribution.

Question

The distributed lag model assumptions include all of the following with the exception of:
A)There is no perfect multicollinearity. 
B)Xt is strictly exogenous. 
C)E(ut Xt,Xt-1,Xt-2)= 0 
D)The random variables Xt and Yt have a stationary distribution.

Quizplus · Accepted Answer

The Answer of The distributed lag model assumptions include all of the following with the exception of:
A)There is no perfect multicollinearity. 
B)Xt is strictly exogenous. 
C)E(ut Xt,Xt-1,Xt-2)= 0 
D)The random variables Xt and Yt have a stationary distribution.

The Distributed Lag Model Assumptions Include All of the Following