Kizspy | Question: 23 (Choose 1 answer)
Under the assumptions of time series regression, which of the following statements will be true of the following model: y_t= a_0+a_1 d_t+u_t?
A. d can have a lagged effect on y.
B. u_t can be correlated with past and future values of d.
C. Changes in the error term cannot cause future changes in d.
D. Changes in d cannot cause changes in y at the same point of time.
