Author Question: If Yt is I(2), then A) 2Yt is stationary. B) Yt has a unit autoregressive root. C) Yt is ... (Read 48 times)

panfilo

  • Hero Member
  • *****
  • Posts: 572
If Yt is I(2), then
 
  A) 2Yt is stationary.
  B) Yt has a unit autoregressive root.
  C) Yt is stationary.
  D) Yt is stationary.

Question 2

The following is not a consequence of Xt and Yt being cointegrated:
 
  A) if Xt and Yt are both I(1), then for some , Yt   Xt is I(0).
  B) Xt and Yt have the same stochastic trend.
  C) in the expression Yt   Xt ,  is called the cointegrating coefficient.
  D) if Xt and Yt are cointegrated then integrating one of the variables gives you the same result as integrating the other.



LegendaryAnswers

  • Sr. Member
  • ****
  • Posts: 341
Answer to Question 1

Answer: A

Answer to Question 2

Answer: D



Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
 

Did you know?

You should not take more than 1,000 mg of vitamin E per day. Doses above this amount increase the risk of bleeding problems that can lead to a stroke.

Did you know?

Signs and symptoms that may signify an eye tumor include general blurred vision, bulging eye(s), double vision, a sensation of a foreign body in the eye(s), iris defects, limited ability to move the eyelid(s), limited ability to move the eye(s), pain or discomfort in or around the eyes or eyelids, red or pink eyes, white or cloud spots on the eye(s), colored spots on the eyelid(s), swelling around the eyes, swollen eyelid(s), and general vision loss.

Did you know?

When taking monoamine oxidase inhibitors, people should avoid a variety of foods, which include alcoholic beverages, bean curd, broad (fava) bean pods, cheese, fish, ginseng, protein extracts, meat, sauerkraut, shrimp paste, soups, and yeast.

Did you know?

The senior population grows every year. Seniors older than 65 years of age now comprise more than 13% of the total population. However, women outlive men. In the 85-and-over age group, there are only 45 men to every 100 women.

Did you know?

The immune system needs 9.5 hours of sleep in total darkness to recharge completely.

For a complete list of videos, visit our video library