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

Author Question: The order of integration A) can never be zero. B) is the number of times that the series needs ... (Read 69 times)

Mr.Thesaxman

  • Hero Member
  • *****
  • Posts: 514
on: Jun 29, 2018
The order of integration
 
  A) can never be zero.
  B) is the number of times that the series needs to be differenced for it to be stationary.
  C) is the value of 1 in the quasi difference(Yt - 1Yt-1).
  D) depends on the number of lags in the VAR specification.

Question 2

I am an applied econometrician and therefore should not have to deal with econometric theory. There will be others who I leave that to. I am more interested in interpreting the estimation results. Evaluate.
 
  What will be an ideal response?

Question 3

To test the null hypothesis of a unit root, the ADF test
 
  A) has higher power than the so-called DF-GLS test.
  B) uses complicated interative techniques.
  C) cannot be calculated if the variable is integrated of order two or higher.
  D) uses a t-statistic and a special critical value.


Related Topics

Need homework help now?

Ask unlimited questions for free

Ask a Question
Marked as best answer by a Subject Expert

Ahnyah

  • Sr. Member
  • ****
  • Posts: 336
Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: B

Answer to Question 2

Thanks for the answer, I sent you a forum message for another one.

Answer to Question 3

Answer: D


Mr.Thesaxman

  • Member
  • Posts: 514
Reply 2 on: Jun 29, 2018
Gracias!

anyusername12131

  • Member
  • Posts: 327
Reply 3 on: Yesterday
Wow, this really help

« previous next »
 

Did you know?

Many supplement containers do not even contain what their labels say. There are many documented reports of products containing much less, or more, that what is listed on their labels. They may also contain undisclosed prescription drugs and even contaminants.

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?

In Eastern Europe and Russia, interferon is administered intranasally in varied doses for the common cold and influenza. It is claimed that this treatment can lower the risk of infection by as much as 60–70%.

Did you know?

Coca-Cola originally used coca leaves and caffeine from the African kola nut. It was advertised as a therapeutic agent and "pickerupper." Eventually, its formulation was changed, and the coca leaves were removed because of the effects of regulation on cocaine-related products.

Did you know?

It is widely believed that giving a daily oral dose of aspirin to heart attack patients improves their chances of survival because the aspirin blocks the formation of new blood clots.

Laylah Ali, Untitled, from the series Greenheads. Laylah Ali, Untitled, from the series Greenheads.
Torque is a twisting force equal to the distance from the pivot point times the force applied ... Torque is a twisting force equal to the distance from the pivot point times the force applied ...
How to count for the correct number of significant digits How to count for the correct number of significant digits
Sensory receptor synapses with first-order sensory neuron Sensory receptor synapses with first-order sensory neuron
Number of Mutations Associated with Specific Forms of Cancer Number of Mutations Associated with Specific Forms of Cancer
The order of gene transfer in four Hfr strains The order of gene transfer in four Hfr strains
Video: Proteins Defined, Hierarchy & Composition of Cells

For a complete list of videos, visit our video library