15.4 Suppose that you added FDDt + 1 as an additional regressor in Equation (15.2). If FDD...

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15.4 Suppose that you added FDDt + 1 as an additional regressor in Equation

(15.2). If FDD is strictly exogenous, would you expect the coefficient on FDDt + 1 to be zero or nonzero? Would your answer change if FDD is exogenous but not strictly exogenous?

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Introduction To Econometrics

ISBN: 9781292071367

3rd Global Edition

Authors: James Stock, Mark Watson

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Question Posted: Oct 26, 2024 02:00 AM

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15.4 Suppose that you added FDDt + 1 as an additional regressor in Equation (15.2). If FDD...

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Introduction To Econometrics

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