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(i) Name a significance test which can determine whether lags of X are correlated with Zy, and/or if lags of Z are correlated with X:
(i) Name a significance test which can determine whether lags of X are correlated with Zy, and/or if lags of Z are correlated with X: [Be as specific as possible, so for instance, Chi-square test or F-test is not specific enough]? (k) Briefly explain a desirable remedy which may be used to reduce the problems associated with a structural break in a time-series regression model (In the lecture notes this phenomenon is referred to as "structural variation according to time". Be very brief, and no formulas are necessary) (1) Name a desirable remedy which may be used to reduce the problems associated with pure autocorrelation. [Note that we do not want to change the estimated parameters by using this remedy. Be very brief, and no formulas are necessary] (m) Briefly explain a desirable remedy which may be used to reduce the problems associated with seasonal effects in a time-series regression model with quarterly frequency. [Be very brief, and no formulas are necessary). (n) Given that o? is known, name a desirable remedy which is recommended to use in order to reduce the problems associated with heteroscedasticity. (i) Name a significance test which can determine whether lags of X are correlated with Zy, and/or if lags of Z are correlated with X: [Be as specific as possible, so for instance, Chi-square test or F-test is not specific enough]? (k) Briefly explain a desirable remedy which may be used to reduce the problems associated with a structural break in a time-series regression model (In the lecture notes this phenomenon is referred to as "structural variation according to time". Be very brief, and no formulas are necessary) (1) Name a desirable remedy which may be used to reduce the problems associated with pure autocorrelation. [Note that we do not want to change the estimated parameters by using this remedy. Be very brief, and no formulas are necessary] (m) Briefly explain a desirable remedy which may be used to reduce the problems associated with seasonal effects in a time-series regression model with quarterly frequency. [Be very brief, and no formulas are necessary). (n) Given that o? is known, name a desirable remedy which is recommended to use in order to reduce the problems associated with heteroscedasticity
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