Solved

Consider the Model: Yt = 0 + 1zt1

Question 24

Multiple Choice

Consider the model: yt = Consider the model: y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>z<sub>t</sub><sub>1</sub> + <sub>2</sub>z<sub>t</sub><sub>2</sub> + u<sub>t</sub>. Under weak dependence, the condition sufficient for consistency of OLS is: A) E(z<sub>t</sub><sub>1</sub>|z<sub>t</sub><sub>2</sub>) = 0. B) E(y<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. C) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. D) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = . 0 + Consider the model: y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>z<sub>t</sub><sub>1</sub> + <sub>2</sub>z<sub>t</sub><sub>2</sub> + u<sub>t</sub>. Under weak dependence, the condition sufficient for consistency of OLS is: A) E(z<sub>t</sub><sub>1</sub>|z<sub>t</sub><sub>2</sub>) = 0. B) E(y<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. C) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. D) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = . 1zt1 + Consider the model: y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>z<sub>t</sub><sub>1</sub> + <sub>2</sub>z<sub>t</sub><sub>2</sub> + u<sub>t</sub>. Under weak dependence, the condition sufficient for consistency of OLS is: A) E(z<sub>t</sub><sub>1</sub>|z<sub>t</sub><sub>2</sub>) = 0. B) E(y<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. C) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. D) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = . 2zt2 + ut. Under weak dependence, the condition sufficient for consistency of OLS is:


A) E(zt1|zt2) = 0.
B) E(yt |zt1, zt2) = 0.
C) E(ut |zt1, zt2) = 0.
D) E(ut |zt1, zt2) = Consider the model: y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>z<sub>t</sub><sub>1</sub> + <sub>2</sub>z<sub>t</sub><sub>2</sub> + u<sub>t</sub>. Under weak dependence, the condition sufficient for consistency of OLS is: A) E(z<sub>t</sub><sub>1</sub>|z<sub>t</sub><sub>2</sub>) = 0. B) E(y<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. C) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = 0. D) E(u<sub>t</sub> |z<sub>t</sub><sub>1</sub>, z<sub>t</sub><sub>2</sub>) = . .

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q18: Under adaptive expectations, the expected current value

Q19: Weakly dependent processes are said to be

Q20: Which of the following statements is true?<br>A)A

Q21: Covariance stationary sequences where Corr(xt + xt+h)

Q22: If u<sub>t</sub> refers to the error term

Q23: Sequential exogeneity is implied by dynamic completeness.

Q25: If a process is a covariance stationary

Q26: The model y<sub>t</sub> = e<sub>t</sub> + <img

Q27: Which of the following statements is true

Q28: In the model y<sub>t</sub> = <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB8272/.jpg"