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book Introduction to Econometrics 3rd Edition by James Stock, Mark Watson cover

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Edition 3ISBN: 978-9352863501
book Introduction to Econometrics 3rd Edition by James Stock, Mark Watson cover

Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

Edition 3ISBN: 978-9352863501
Exercise 9
Suppose that you added FDD t+1 as an additional regressor in Equation (15.2). If FDD is strictly exogenous, would you expect the coefficient on FDD t+1 to be zero or nonzero Would your answer change if FDD is exogenous but ilot strictly exogenous
Explanation
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If the independent variable is strictly ...

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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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