If the number of non-zero eigenvalues of the pi matrix under a Johansen test is 2, this implies that
A) There are 2 linearly independent cointegrating vectors
B) There are at most 2 linearly independent cointegrating vectors
C) There are 3 variables in the system
D) There are at least 2 linearly independent cointegrating vectors
Correct Answer:
Verified
Q3: To induce stationarity in a deterministic trend-stationary
Q4: Consider the following vector error correction
Q5: What is the impact of shocks to
Q6: Assuming the researcher in question 19 would
Q7: The plotted series in the following graph
Q9: If a Johansen "max" test for a
Q10: Which of these is a characteristic of
Q11: Which one of the following best describes
Q12: Which of the following are probably valid
Q13: Which of the following are consequences of
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents