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    Introduction to Econometrics Update
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    Exam 16: Additional Topics in Time Series Regression
  5. Question
    A VAR with Five Variables, 4 Lags and Constant Terms
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A VAR with Five Variables, 4 Lags and Constant Terms

Question 2

Question 2

Multiple Choice

A VAR with five variables, 4 lags and constant terms for each equation will have a total of


A) 21 coefficients.
B) 100 coefficients.
C) 105 coefficients.
D) 84 coefficients.

Correct Answer:

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