Heteroskedasticity Multicollinearity Autocorrelation Endogeniety
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
q6b-
Transcribed Image Text:In a linear multiple regression model of Y on X1 and X2, a shock to Y at time t is a linear function of X1 and X2.
In this case, the regression is subject to the problem of
Transcribed Image Text:Heteroskedasticity
Multicollinearity
Autocorrelation
Endogeniety
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