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The Distributed Lag Model Assumptions Include All of the Following

Question 39

Multiple Choice

The distributed lag model assumptions include all of the following with the exception of:


A) There is no perfect multicollinearity.
B) Xt is strictly exogenous.
C) E(ut | Xt, Xt-1, Xt-2) = 0
D) The random variables Xt and Yt have a stationary distribution.

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