15.3 Suppose that a distributed lag regression is estimated, where the dependent variable is Yt instead of

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15.3 Suppose that a distributed lag regression is estimated, where the dependent variable is Yt instead of Yt. Explain how you would compute the dynamic multipliers of Xt on Yt.

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Introduction To Econometrics

ISBN: 9781292071367

3rd Global Edition

Authors: James Stock, Mark Watson

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