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    Introduction to Econometrics Study Set 2
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    Exam 15: Estimation of Dynamic Causal Effects
  5. Question
    A Distributed Lag Regression A\(\operatorname { AR } ( p )\)
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A Distributed Lag Regression A AR⁡(p)\operatorname { AR } ( p )AR(p)

Question 12

Question 12

Short Answer

A distributed lag regression a. is also called AR⁡(p)\operatorname { AR } ( p )AR(p) .
b. can also be used with cross-sectional data.
c. gives estimates of dynamic causal effects.
d. is sometimes referred to as ADL.

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