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MMLU-Pro / 7309 / Including relevant lagged values of the dependent variable on the right hand…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

Including relevant lagged values of the dependent variable on the right hand side of a regression equation could lead to which one of the following?

category

economics

options

  1. Biased, inconsistent and inefficient coefficient estimates
  2. Unbiased and inconsistent but efficient coefficient estimates
  3. Biased and inconsistent coefficient estimates
  4. Biased but inconsistent but efficient coefficient estimates
  5. Unbiased, consistent and efficient coefficient estimates
  6. Unbiased and consistent but efficient coefficient estimates
  7. Unbiased and consistent but inefficient coefficient estimates.
  8. Unbiased but inconsistent coefficient estimates
  9. Biased and consistent but inefficient coefficient estimates
  10. Biased but consistent coefficient estimates

src

ori_mmlu-econometrics

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Source and history

Official source

initial import