Consider the regression model where u t follows the stationary AR(1) model 11eb9b5b_3f1d_d138_bf3e_65df9880d5ee_SM2686_11 , with 11eb9b5b_3f1d_d139_bf3e_938ae21aa579_SM2686_11 , i.i.d. with mean 0 and variance 11eb9b5b_3f1d_d13a_bf3e_4504f2831985_SM2686_11 a. Suppose that X t is independent of for all t and j. Is X t exogenous (past and present) Is X t strictly exogenous (past, present, and future) . b. Suppose that Is X t exogenous Is X t strictly exogenous

Introduction to Econometrics 3rd Edition by James Stock, James Stock

النسخة 3الرقم المعياري الدولي: 978-9352863501

Introduction to Econometrics 3rd Edition by James Stock, James Stock

النسخة 3الرقم المعياري الدولي: 978-9352863501

تمرين 6

Consider the regression model where u t follows the stationary AR(1) model

, with

, i.i.d. with mean 0 and variance

a. Suppose that X t is independent of for all t and j. Is X t exogenous (past and present) Is X t strictly exogenous (past, present, and future) .
b. Suppose that Is X t exogenous Is X t strictly exogenous

التوضيح

موثّق

a) The regression model is given as Not...