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    Introduction to Econometrics Update
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    Exam 14: Introduction to Time Series Regression and Forecasting
  5. Question
    An Autoregression Is a Regression
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An Autoregression Is a Regression

Question 2

Question 2

Multiple Choice

An autoregression is a regression


A) of a dependent variable on lags of regressors.
B) that allows for the errors to be correlated.
C) model that relates a time series variable to its past values.
D) to predict sales in a certain industry.

Correct Answer:

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