Solved

The Distributed Lag Model Assumptions Include All of the Following XtX _ { t }

Question 1

Short Answer

The distributed lag model assumptions include all of the following with the exception of a. there is no perfect multicollinearity.
b. XtX _ { t } is strictly exogenous.
c. E(utXt,Xt1,Xt2,)=0E \left( u _ { t } \mid X _ { t } , X _ { t - 1 } , X _ { t - 2 } , \ldots \right) = 0 .
d. The random variables XtX _ { t } and YtY _ { t } have a stationary distribution.

Correct Answer:

verifed

Verified

Related Questions