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 171 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
Excellent

kthug

  • Member
  • Posts: 332
Reply 3 on: Yesterday
:D TYSM

« previous next »
 

Did you know?

Bacteria have been found alive in a lake buried one half mile under ice in Antarctica.

Did you know?

Human neurons are so small that they require a microscope in order to be seen. However, some neurons can be up to 3 feet long, such as those that extend from the spinal cord to the toes.

Did you know?

Ether was used widely for surgeries but became less popular because of its flammability and its tendency to cause vomiting. In England, it was quickly replaced by chloroform, but this agent caused many deaths and lost popularity.

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.

Did you know?

A cataract is a clouding of the eyes' natural lens. As we age, some clouding of the lens may occur. The first sign of a cataract is usually blurry vision. Although glasses and other visual aids may at first help a person with cataracts, surgery may become inevitable. Cataract surgery is very successful in restoring vision, and it is the most frequently performed surgery in the United States.

The Punnett square of a dihybrid cross demonstrates Mendel’s law of independent assortment. The Punnett square of a dihybrid cross demonstrates Mendel’s law of independent assortment.
Martha Rosler, Gladiators, from the series House Beautiful: Bringing the War Home. 2004 Martha Rosler, Gladiators, from the series House Beautiful: Bringing the War Home. 2004
A schematic showing that an inertia switch is connected in series between the fuel-pump relay and ... A schematic showing that an inertia switch is connected in series between the fuel-pump relay and ...
Personal Finance (5th Edition) (The Personal Series in Finance) Personal Finance (5th Edition) (The Personal Series in Finance)
Anatomy of the Spinal Cord: Cross Section Through the Spinal Cord in the Cervical Region Anatomy of the Spinal Cord: Cross Section Through the Spinal Cord in the Cervical Region
Video: baroreceptors

For a complete list of videos, visit our video library