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:

Verified
Correct Answer:
Verified
Q1: "Heteroskedasticity typically occurs in cross-sections, while serial
Q3: A multiperiod regression forecast h periods into
Q4: Volatility clustering<br>A)is evident in most cross-sections.<br>B)implies that
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
Q10: Under the VAR assumptions, the OLS estimators
Q11: The following is not an appropriate way