In the Distributed Lag Model, the Dynamic Causal Effect

question 27

Multiple Choice

In the distributed lag model, the dynamic causal effect

• A)is the sequence of coefficients on the current and lagged values of X.
• B)is not the same as the dynamic multiplier.
• C)is generated by choosing different truncation points for the HAC standard errors.
• D)requires estimation of the model by Cochrane-Orcutt method.