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In the Model Yt = 0 + 1xt1

Question 28

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In the model yt = In the model y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>x<sub>t</sub><sub>1</sub> + <sub>2</sub>x<sub>t</sub><sub>2</sub> + ….. + <sub>k</sub>x<sub>tk</sub> + u<sub>t</sub>, the explanatory variables, x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) , are sequentially exogenous if: A) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 0, t = 1,2, …. B) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) E(u<sub>t</sub>) = 0, t = 1,2, …. C) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) > 0, t = 1,2, …. D) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 1, t = 1,2, …. 0 + In the model y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>x<sub>t</sub><sub>1</sub> + <sub>2</sub>x<sub>t</sub><sub>2</sub> + ….. + <sub>k</sub>x<sub>tk</sub> + u<sub>t</sub>, the explanatory variables, x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) , are sequentially exogenous if: A) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 0, t = 1,2, …. B) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) E(u<sub>t</sub>) = 0, t = 1,2, …. C) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) > 0, t = 1,2, …. D) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 1, t = 1,2, …. 1xt1 + In the model y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>x<sub>t</sub><sub>1</sub> + <sub>2</sub>x<sub>t</sub><sub>2</sub> + ….. + <sub>k</sub>x<sub>tk</sub> + u<sub>t</sub>, the explanatory variables, x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) , are sequentially exogenous if: A) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 0, t = 1,2, …. B) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) E(u<sub>t</sub>) = 0, t = 1,2, …. C) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) > 0, t = 1,2, …. D) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 1, t = 1,2, …. 2xt2 + ….. + In the model y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>x<sub>t</sub><sub>1</sub> + <sub>2</sub>x<sub>t</sub><sub>2</sub> + ….. + <sub>k</sub>x<sub>tk</sub> + u<sub>t</sub>, the explanatory variables, x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) , are sequentially exogenous if: A) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 0, t = 1,2, …. B) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) E(u<sub>t</sub>) = 0, t = 1,2, …. C) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) > 0, t = 1,2, …. D) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 1, t = 1,2, …. kxtk + ut, the explanatory variables, xt = (xt1, xt2 …., xtk) , are sequentially exogenous if:


A) E(ut|xt , xt-1, ……) = E(ut) = 0, t = 1,2, ….
B) E(ut|xt , xt-1, ……) In the model y<sub>t</sub> = <sub>0</sub> + <sub>1</sub>x<sub>t</sub><sub>1</sub> + <sub>2</sub>x<sub>t</sub><sub>2</sub> + ….. + <sub>k</sub>x<sub>tk</sub> + u<sub>t</sub>, the explanatory variables, x<sub>t</sub> = (x<sub>t</sub><sub>1</sub>, x<sub>t</sub><sub>2</sub> …., x<sub>tk</sub>) , are sequentially exogenous if: A) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 0, t = 1,2, …. B) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) E(u<sub>t</sub>) = 0, t = 1,2, …. C) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) > 0, t = 1,2, …. D) E(u<sub>t</sub>|xt , xt-<sub>1</sub>, ……) = E(u<sub>t</sub>) = 1, t = 1,2, …. E(ut) = 0, t = 1,2, ….
C) E(ut|xt , xt-1, ……) = E(ut) > 0, t = 1,2, ….
D) E(ut|xt , xt-1, ……) = E(ut) = 1, t = 1,2, ….

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