A Vector Autoregression

question 21

Multiple Choice

A vector autoregression

• A)is the ADL model with an AR process in the error term.
• B)is the same as a univariate autoregression.
• C)is a set of k time series regressions, in which the regressors are lagged values of all k series.
• D)involves errors that are autocorrelated but can be written in vector format.

---

Definitions:

Personal Tastes

Individual preferences or likes, particularly relating to aesthetic or consumption choices.

Contracting Parties

The entities or individuals who enter into a contract or legal agreement with each other.

Fraudulent Conveyance

A transfer of property with the intent to defraud creditors.

Consideration

A legal concept in contract law referring to something of value exchanged between parties to a contract, a requirement for the contract to be binding.