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Suppose Ut Is the Error Term for Time Period 'T

Question 6

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Suppose ut is the error term for time period 't' in a time series regression model the explanatory variables are xt = (xt1, xt2 …., xtk) . The assumption that the errors are contemporaneously homoskedastic implies that:


A) Var(ut|xt) = Suppose u<sub>t</sub> is the error term for time period 't' in a time series regression model the explanatory variables are x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) . The assumption that the errors are contemporaneously homoskedastic implies that: A) Var(u<sub>t</sub>|x<sub>t</sub>) = . B) Var(u<sub>t</sub>|xt) = . C) Var(u<sub>t</sub>|xt) = <sup>2</sup>. D) Var(u<sub>t</sub>|x<sub>t</sub>) = . .
B) Var(ut|xt) = Suppose u<sub>t</sub> is the error term for time period 't' in a time series regression model the explanatory variables are x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) . The assumption that the errors are contemporaneously homoskedastic implies that: A) Var(u<sub>t</sub>|x<sub>t</sub>) = . B) Var(u<sub>t</sub>|xt) = . C) Var(u<sub>t</sub>|xt) = <sup>2</sup>. D) Var(u<sub>t</sub>|x<sub>t</sub>) = . .
C) Var(ut|xt) = Suppose u<sub>t</sub> is the error term for time period 't' in a time series regression model the explanatory variables are x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) . The assumption that the errors are contemporaneously homoskedastic implies that: A) Var(u<sub>t</sub>|x<sub>t</sub>) = . B) Var(u<sub>t</sub>|xt) = . C) Var(u<sub>t</sub>|xt) = <sup>2</sup>. D) Var(u<sub>t</sub>|x<sub>t</sub>) = . 2.
D) Var(ut|xt) = Suppose u<sub>t</sub> is the error term for time period 't' in a time series regression model the explanatory variables are x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) . The assumption that the errors are contemporaneously homoskedastic implies that: A) Var(u<sub>t</sub>|x<sub>t</sub>) = . B) Var(u<sub>t</sub>|xt) = . C) Var(u<sub>t</sub>|xt) = <sup>2</sup>. D) Var(u<sub>t</sub>|x<sub>t</sub>) = . .

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