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In the Distributed Lag Model, the Dynamic Causal Effect

Question 27

Multiple Choice

In the distributed lag model, the dynamic causal effect


A) is the sequence of coefficients on the current and lagged values of X.
B) is not the same as the dynamic multiplier.
C) is generated by choosing different truncation points for the HAC standard errors.
D) requires estimation of the model by Cochrane-Orcutt method.

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