If the dependent variable in a regression "Granger-causes" one or more independent
variables, then the regression results are likely to be biased.
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Q7: A) For the regression given in question
Q8: The structural parameters are biased in an
Q9: The regression to find the SSRR has
Q10: If the Granger and the reverse Granger
Q11: Nelson and Plosser's paper caused a major
Q12: It is impossible for two cross-sectional variables
Q13: It is impossible for a cross-sectional variable
Q15: The Lagrange multiplier test is only for
Q16: The auxilliary regression used in the Lagrange
Q17: C. W.J. Granger is deceased.
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