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  2. Topic
    Business
  3. Study Set
    Introductory Econometrics
  4. Exam
    Exam 17: Limited Dependent Variable Models and Sample Selection Corrections
  5. Question
    The Model: Y* = <Sub>0​</sub> + X
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The Model: Y* = 0​ + X

Question 24

Question 24

Multiple Choice

The model: y* = The model: y* =   <sub>0​</sub> + x   + u, given u|x ˜ Normal(0,   <sup>2</sup>)  and y = max(0, y*)  represents a: A) ARCH model. B) GARCH model C)  Tobit model D)  logit model 0​ + x The model: y* =   <sub>0​</sub> + x   + u, given u|x ˜ Normal(0,   <sup>2</sup>)  and y = max(0, y*)  represents a: A) ARCH model. B) GARCH model C)  Tobit model D)  logit model + u, given u|x ˜ Normal(0, The model: y* =   <sub>0​</sub> + x   + u, given u|x ˜ Normal(0,   <sup>2</sup>)  and y = max(0, y*)  represents a: A) ARCH model. B) GARCH model C)  Tobit model D)  logit model 2) and y = max(0, y*) represents a:


A) ARCH model.
B) GARCH model
C) Tobit model
D) logit model

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