Suppose that a distributed lag regression is estimated, where the dependent variable is (Delta Y_{t}) instead of

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Suppose that a distributed lag regression is estimated, where the dependent variable is $\Delta Y_{t}$ instead of $Y_{t}$. Explain how you would compute the dynamic multipliers of $X_{t}$ on $Y_{t}$.

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Introduction To Econometrics

ISBN: 9780134461991

4th Edition

Authors: James Stock, Mark Watson

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Question Posted: May 02, 2024 03:52 AM

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Suppose that a distributed lag regression is estimated, where the dependent variable is (Delta Y_{t}) instead of

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Introduction To Econometrics

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