The following is not an appropriate way to tell whether two variables are cointegrated: O A....
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The following is not an appropriate way to tell whether two variables are cointegrated: O A. perform statistical tests for cointegration. O B. see if the two variables are integrated of the same order. O C. use expert knowledge and economic theory. O D. graph the series and see whether it appears to have a common stochastic trend. Suppose that X and Y are integrated of order one. X and Y are said to be cointegrated if, for some cointegrating coefficient , augmented to include the lagged error correction term. A vector error correction model is model of VAR AR BYŁ and oxt Xt Yt is integrated of order Y+-ex? Yt - 0X₂ one zero The following is not an appropriate way to tell whether two variables are cointegrated: O A. perform statistical tests for cointegration. O B. see if the two variables are integrated of the same order. O C. use expert knowledge and economic theory. O D. graph the series and see whether it appears to have a common stochastic trend. Suppose that X and Y are integrated of order one. X and Y are said to be cointegrated if, for some cointegrating coefficient , augmented to include the lagged error correction term. A vector error correction model is model of VAR AR BYŁ and oxt Xt Yt is integrated of order Y+-ex? Yt - 0X₂ one zero
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Auditing a business risk appraoch
ISBN: 978-0324375589
6th Edition
Authors: larry e. rittenberg, bradley j. schwieger, karla m. johnston
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