To test the null hypothesis of a unit root, the ADF test
A) has higher power than the so-called DF-GLS test.
B) uses complicated interative techniques.
C) cannot be calculated if the variable is integrated of order two or higher.
D) uses a t-statistic and a special critical value.
Correct Answer:
Verified
Q2: If Yt is I(2), then
A)Δ2Yt is stationary.
B)Yt
Q3: The following is not an appropriate way
Q4: ?2Yt
A)= ?Yt - ?Yt-1.
B)=
Q5: The coefficients of the VAR are estimated
Q6: The error term in a multiperiod regression
A)is
Q7: The following is not a consequence of
Q8: Multiperiod forecasting with multiple predictors
A)is the same
Q9: The biggest conceptual difference between using VARs
Q10: One advantage of forecasts based on a
Q11: A vector autoregression
A)is the ADL model with
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