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Author Question: Volatility clustering A) is evident in most cross-sections. B) implies that a series is serially ... (Read 183 times)

Melani1276

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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.


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jazzlynnnnn

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Reply #1 on: Jun 29, 2018
Answer to Question 1

Answer: D

Answer to Question 2

Answer: B


Melani1276

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Reply 2 on: Jun 29, 2018
Excellent

deja

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Reply 3 on: Yesterday
Gracias!

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