This topic contains a solution. Click here to go to the answer
« previous next »

Author Question: Volatility clustering A) is evident in most cross-sections. B) implies that a series is serially ... (Read 223 times)

Melani1276

  • Hero Member
  • *****
  • Posts: 516
on: Jun 29, 2018
Volatility clustering
 
  A) is evident in most cross-sections.
  B) implies that a series is serially correlated.
  C) can mostly be found in studies of the labor market.
  D) is evident in many financial time series.

Question 2

The DOLS estimator has the following property if Xt and Yt are cointegrated:
 
  A) it is BLUE even in small samples.
  B) it is efficient in large samples.
  C) it has a standard normal distribution when homoskedasticity-only standard errors are used.
  D) it has a non-normal distribution in large samples when HAC standard errors are used.


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by a Subject Expert

jazzlynnnnn

  • Sr. Member
  • ****
  • Posts: 335
Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: D

Answer to Question 2

Answer: B


Melani1276

  • Member
  • Posts: 516
Reply 2 on: Jun 29, 2018
:D TYSM

zacnyjessica

  • Member
  • Posts: 345
Reply 3 on: Yesterday
Gracias!

« previous next »
 

Did you know?

To prove that stomach ulcers were caused by bacteria and not by stress, a researcher consumed an entire laboratory beaker full of bacterial culture. After this, he did indeed develop stomach ulcers, and won the Nobel Prize for his discovery.

Did you know?

When Gabriel Fahrenheit invented the first mercury thermometer, he called "zero degrees" the lowest temperature he was able to attain with a mixture of ice and salt. For the upper point of his scale, he used 96°, which he measured as normal human body temperature (we know it to be 98.6° today because of more accurate thermometers).

Did you know?

The U.S. Pharmacopeia Medication Errors Reporting Program states that approximately 50% of all medication errors involve insulin.

Did you know?

When blood is exposed to air, it clots. Heparin allows the blood to come in direct contact with air without clotting.

Did you know?

Acetaminophen (Tylenol) in overdose can seriously damage the liver. It should never be taken by people who use alcohol heavily; it can result in severe liver damage and even a condition requiring a liver transplant.

This diagram shows a cross-section of a solar-type star. This diagram shows a cross-section of a solar-type star.
Deconvolution fluorescence microscopy yields high-resolution optical sections th Deconvolution fluorescence microscopy yields high-resolution optical sections th
David Claerbout, Sections of a Happy Moment. David Claerbout, Sections of a Happy Moment.
A cross-sectional view of a typical zirconia oxygen sensor. A cross-sectional view of a typical zirconia oxygen sensor.
Trihybrid Cross Trihybrid Cross
Video: Transferring genes into plants Animation

For a complete list of videos, visit our video library