Question: In the distributed lag model, the dynamic causal effect: Group of answer choices is generated by choosing different truncation points for the HAC standard errors.

In the distributed lag model, the dynamic causal effect:
Group of answer choices
is generated by choosing different truncation points for the HAC standard errors.
is not the same as the dynamic multiplier.
requires estimation of the model by Cochrane-Orcutt method.
is the sequence of coefficients on the current and lagged values of X.

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