1.5) Below are several assumptions of the following simple regression model. y, = B. + B,x, +u, (a) y, - 1(1), x, - I(1)

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1 5 Below Are Several Assumptions Of The Following Simple Regression Model Y B B X U A Y 1 1 X I 1 1 (30.12 KiB) Viewed 85 times

1.5) Below are several assumptions of the following simple regression model. y, = B. + B,x, +u, (a) y, - 1(1), x, - I(1), u, -1(0 1) Is this case possible? If so, when? 2) Is the OLS estimator for B, consistent? (b) y, - 1(0), x, - I(1), u, -1(0) 3) Is this case possible? If so, when? 4) Is the OLS estimator for B, consistent? (c) y, - I(1), x,-1(1), u, - I(1) 5) Is this case possible? If so, when? 6) Is the OLS estimator for B, consistent? (d) y, -I(1), x,-10), u, -I(0) 7) Explain if this case is possible.