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Which of the Following Is True If Yt =

Question 17

Multiple Choice

Which of the following is true if yt = Which of the following is true if y<sub>t</sub> = + + + + u<sub>t</sub> is a dynamically complete model? A) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1,</sub>……) B) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = 0 C) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t -1</sub>) + E(x<sub>t</sub>) + E(x<sub>t -1</sub>) D) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>) + Which of the following is true if y<sub>t</sub> = + + + + u<sub>t</sub> is a dynamically complete model? A) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1,</sub>……) B) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = 0 C) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t -1</sub>) + E(x<sub>t</sub>) + E(x<sub>t -1</sub>) D) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>) + Which of the following is true if y<sub>t</sub> = + + + + u<sub>t</sub> is a dynamically complete model? A) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1,</sub>……) B) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = 0 C) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t -1</sub>) + E(x<sub>t</sub>) + E(x<sub>t -1</sub>) D) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>) + Which of the following is true if y<sub>t</sub> = + + + + u<sub>t</sub> is a dynamically complete model? A) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1,</sub>……) B) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = 0 C) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t -1</sub>) + E(x<sub>t</sub>) + E(x<sub>t -1</sub>) D) E(y<sub>t</sub>| x<sub>t</sub> , y<sub>t -1</sub>, x<sub>t -1</sub>) = E(y<sub>t</sub>) + ut is a dynamically complete model?


A) E(yt| xt , yt -1, xt -1) = E(yt| xt , yt -1, xt -1,……)
B) E(yt| xt , yt -1, xt -1) = 0
C) E(yt| xt , yt -1, xt -1) = E(yt -1) + E(xt) + E(xt -1)
D) E(yt| xt , yt -1, xt -1) = E(yt)

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