Which of the following is NOT a good reason for including lagged variables in a regression?
A. Slow response of the dependent variable to changes in the independent variables
B. Over-reactions of the dependent variables
C. The dependent variable is a centred moving average of the past 4 values of the series
D. The residuals of the model appear to be non-normal
Giải bởi Vietjack
Chọn đáp án: D
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