The Times Series Regression with Multiple Predictors

question 14

Multiple Choice

The Times Series Regression with Multiple Predictors

• A)is the same as the ADL(p,q)with additional predictors and their lags present.
• B)gives you more than one prediction.
• C)cannot be estimated by OLS due to the presence of multiple lags.
• D)requires that the k regressors and the dependent variable have nonzero, finite eighth moments.

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