y, = B, + B,x, + u, (a) y, - I(1), x, - I(1), u, - I(0) 1) Is this case possible? If so, when?
2) Is the OLS estimator for 3, consistent? (b) y, - I(0), x,- I(1), u,-1(0)
3) Is this case possible? If so, when?
4) Is the OLS estimator for 3, consistent? (c) y,-1(1), x,- I(1), u,-I(1)
5) Is this case possible? If so, when? Is the OLS estimator for 3, consistent?
6) (d) y,-I(1), x, - I(0), u,- I(0)
- Below Are Several Assumptions Of The Following Simple Regression Model Y B B X U A Y I 1 X I 1 U 1 (28.82 KiB) Viewed 73 times
Below are several assumptions of the following simple regression model. y, = B. + Bx, +u, (a) y, - 1(1), X, - (1), u, - I(0) 1) Is this case possible? If so, when? 2) Is the OLS estimator for B, consistent? (b) y, - 10), X, - (1), u, -(0) 3) Is this case possible? If so, when? 4) Is the OLS estimator for B, consistent? (C) y, - 7(1), x,-1(), u, - 7(1) 5) Is this case possible? If so, when? 6) Is the OLS estimator for B, consistent? (d) y, - 7(1), x, 7(0), u, I(0) 7) Explain if this case is possible.