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  3. Study Set
    Introduction to Econometrics Update
  4. Exam
    Exam 15: Estimation of Dynamic Causal Effects
  5. Question
    Consider the Distributed Lag Model Y<sub>t</sub> = β<Sub>0</sub> + β<Sub>1</sub>X<sub>t</sub>
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Consider the Distributed Lag Model Yt = β0 + β1Xt

Question 49

Question 49

Multiple Choice

Consider the distributed lag model Yt = β0 + β1Xt + β2Xt-1 + β3Xt-2 + … + βr+1Xt-r + ut. The dynamic causal effect is


A) β0 + β1
B) β1 + β2+…+βr+1
C) β0 + β1+…+βr+1
D) β1

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