The Distributed Lag Model Assumptions Include All of the Following $X _ { t }$

question 1

Short Answer

The distributed lag model assumptions include all of the following with the exception of a. there is no perfect multicollinearity.
b. $X _ { t }$ is strictly exogenous.
c. $E \left( u _ { t } \mid X _ { t } , X _ { t - 1 } , X _ { t - 2 } , \ldots \right) = 0$ .
d. The random variables $X _ { t }$ and $Y _ { t }$ have a stationary distribution.

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