RMB302Xuất hiện trong 1 đề thi
Under the assumptions of time series regression, which of the following statements will be true of the following model: y_t = α_0 + α_1 d_{t-1} + u_t?
Các lựa chọn
Ad can have a lagged effect on y.
Bu_t can be correlated with past and future values of d.
CChanges in the error term cannot cause future changes in d.
DChanges in d cannot cause changes in y at the same point of time.