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QUESTION ONE a) Given that Y, X and W are time series variable. Specify the following regression models and explain the
Posted: Thu May 19, 2022 7:50 am
by answerhappygod
- Question One A Given That Y X And W Are Time Series Variable Specify The Following Regression Models And Explain The 1 (18.34 KiB) Viewed 88 times
QUESTION ONE a) Given that Y, X and W are time series variable. Specify the following regression models and explain the meaning of the coefficients in each respective model: i. Autoregressive - AR (2) for Y ii. ii. Distributed Lag Model - DL (2) when Y is the dependent variable and X is the independent variables. ARDL (1,1,1) when Y is the dependent variable and X and W are the independent variables.