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    Principles of Econometrics
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    Exam 13: Regression With Time Series Data: Nonstationary Variables
  5. Question
    Which Non-Stationary Time Series Has a Constant Mean but Non-Constant
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Which Non-Stationary Time Series Has a Constant Mean but Non-Constant

Question 9

Question 9

Multiple Choice

Which non-stationary time series has a constant mean but non-constant variance?


A) random walk
B) AR(1) with linear trent
C) random walk with drift
D) deterministic trend

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