Multiple Choice
Under the VAR assumptions, the OLS estimators are
A) consistent and have a joint normal distribution even in small samples.
B) BLUE.
C) consistent and have a joint normal distribution in large samples.
D) unbiased.
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q5: Some macroeconomic theories suggest that there is
Q6: If X<sub>t</sub> and Y<sub>t</sub> are cointegrated, then
Q7: You have re-estimated the two variable VAR
Q8: The coefficients of the VAR are estimated
Q9: Multiperiod forecasting with multiple predictors<br>A)is the same
Q11: The following is not an appropriate way
Q12: Your textbook so far considered variables for
Q13: A VAR with k time series variables
Q14: Assume that you have used the OLS
Q15: To test the null hypothesis of a