The Distributed Lag Model Assumptions Include All of the Following

question 39

Multiple Choice

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(u_t | X_t, X_t-1, X_t-2)= 0
• D)The random variables X_t and Y_t have a stationary distribution.

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