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QUESTION 48 Which of the following statements is false: a. Every linear combination of two (0) variables is 1(0) b. Every linear combination of two

QUESTION 48

Which of the following statements is false:

a. Every linear combination of two (0) variables is 1(0)

b. Every linear combination of two (1) variables is necessarily (1).

c Any linear combination of an I(1) and an I(0) variable is (1) d. A cointegrated combination of two I(1) will usually be serially correlated

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