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Economics Using the normal distribution to test for unit root leads to low power (low probability of detecting the unit root) because: O The dickey-Fuller

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Economics Using the normal distribution to test for unit root leads to low power (low probability of detecting the unit root) because: O The dickey-Fuller test statistic distribution is skewed to the left with critical values less than the standard Normal distribution O The dickey-Fuller test statistic distribution is skewed to the right with critical values less than the standard Normal distribution O The dickey-Fuller test statistic distribution is skewed to the right with critical values higher than the standard Normal distribution O The standard errors do not exist under the null of unit root

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