Let {(yt, zt): t = …, ?2,?1, 0, 1, 2, …} be a bivariate time series process. The model: yt= 
+ ![]()
data-mathml="%3Cmath%20style%3D%22font%2Dfamily%3A%27Times%20New%20Roman%20Greek%27%22%20xmlns%3D%22http%3A%2F%2Fwww%2Ew3%2Eorg%2F1998%2FMath%2FMathML%22%3E%3Cmstyle%20mathsize%3D%2215px%22%3E%3Cmi%3E%26%23948%3B%3C%2Fmi%3E%3C%2Fmstyle%3E%3C%2Fmath%3E" src="@@PLUGINFILE@@/ppg__cognero__Ch_18_Advanced_Time_Series_Topics__media__eb4e292e-61d4-4b1e-bc2d-1fc41c9ad4d4.PNG" style="vertical-align:middle;" />0zt+ 
1zt -1+ 2zt -2 + ….. + ut, represents a(n):
A. moving average model.
B. ARIMA model.
C. finite distributed lag model.
D. infinite distributed lag model.
Answer: D
You might also like to view...
A shortage occurs when price is higher than the market equilibrium.
Answer the following statement true (T) or false (F)
Refer to the scenario above. Suppose a new legislative policy decreases the fine for speeding to $50. A reduction in the fine to $50:
A) makes it profitable for you to bribe. B) makes it profitable for Joe to bribe. C) changes the outcome of the game. D) will not change your dominant strategy.
Chronic trade deficits lead to a growing public debt
a. True b. False Indicate whether the statement is true or false
Say's law states that demand creates its own supply
Indicate whether the statement is true or false