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In the model yt = Bo + B₁xt + Et which of the following is true: O a. If both yt and X+ are stationary processes OLS is BLUE? O b. If both Yt and X₁ are integrated to different orders the regression is meaningless? O c. If both yt and X+ are integrated to the same order and &~ /(1) the regression is spurious? O d. If both y, and x are integrated to the same order and &~ /(0) the variables are cointegrated? 1 O e. A&B&C&D?

In the model yt = Bo + B₁xt + Et which of the following is true: O a. If both yt and X+ are stationary processes OLS is BLUE? O b. If both Yt and X₁ are integrated to different orders the regression is meaningless? O c. If both yt and X+ are integrated to the same order and &~ /(1) the regression is spurious? O d. If both y, and x are integrated to the same order and &~ /(0) the variables are cointegrated? 1 O e. A&B&C&D?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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In the model y, =Bo+B1×t+ E; which of the following is true: O a. If both y, and Xț are stationary processes OLS is BLUE? O b. If both yt and Xt are integrated to different orders the regression is meaningless? O c. If both y, and X; are integrated to the same order and & ~ /(1) the regression is spurious? O d. If both y, and x, are integrated to the same order and &t ~ /(0) the variables are cointegrated? O e. A&B&C&D?
Transcribed Image Text:In the model y, =Bo+B1×t+ E; which of the following is true: O a. If both y, and Xț are stationary processes OLS is BLUE? O b. If both yt and Xt are integrated to different orders the regression is meaningless? O c. If both y, and X; are integrated to the same order and & ~ /(1) the regression is spurious? O d. If both y, and x, are integrated to the same order and &t ~ /(0) the variables are cointegrated? O e. A&B&C&D?
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