DISTRIBUTED-LAG MODELS - SlideServe
DISTRIBUTED-LAG MODELS - SlideServe
Jul 29, 2014
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Triangular, or arithmetic, distributed-lag model. { }^{\dagger}... | Filo
Triangular, or arithmetic, distributed-lag model. { }^{\dagge…
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SOLVED: Suppose that we have the following estimated distributed lag model:ŷt = -0.01 0.3xt 0.2x(t-1)(0.002) (0.1) (0.08)where y is the weekly change in the three-month interbank lending rate in Canada and x is the weekly change in the three-month interbank lending rate in the USA, both measured in percentage points, and numbers in ( ) are the standard errors.Suppose that both y and x are covariance-stationary. Under what conditions would OLS estimation of this model be consistent? Do you
SOLVED: Suppose that we have the following estimated distributed la…
Oct 2, 2023
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A researcher set up the following distributed lag model:Model ... | Filo
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