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Consider a model Y, = E(Y X; ) + u; where u, is the stochastic error term. Choose one that is not correct. E(Y |X;) is the systematic (or deterministic) component of the model. u; is the random (or nonsystematic) component of the model. u; is an observable random variable that denotes the deviation of Y, from its expected value. u; represents the variation of Y, that are not explained (or omitted, or neglected) by Xi. O If E(Y | X;) is assumed to be linear in X;, the model may be written as Y, = B1 + B2X, + uj. 13 1 point Put the following steps into correct ordering based on the methodology of econometrics. a. Obtaining the data. b. Hypothesis testing. c. Specification of the mathematical model of the theory d. Statement of theory or hypothesis. e. Specification of the statistical, or econometric, model f. Forecasting or prediction g. Estimation of the parameters of the econometric model h. Using the model for control or policy purposes. O d, c, e, f, h, a, g. b d. c, e, a, g. b. f. h c, e, d, a, g. b, f, h O d. c. e, a, b, f. g. h