Question: J 1 xt = 0 + 1yt + 2yt1 + 3yt2 + e1 yt = 0 + 1xt + 2yt1 + 3xt1 + e2 i.

J 1

xt = 0 + 1yt + 2yt1 + 3yt2 + e1

yt = 0 + 1xt + 2yt1 + 3xt1 + e2

i. show the reduced form equations , show E(yte1) == 0 does not hold if 1 is different than zero

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