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    Principles of Econometrics
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    Exam 13: Regression With Time Series Data: Nonstationary Variables
  5. Question
    The Minimum Number of Times a Series Must Be Differenced
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The Minimum Number of Times a Series Must Be Differenced

Question 8

Question 8

Multiple Choice

The minimum number of times a series must be differenced to generate a stationary series is the


A) unit root
B) order of integration
C) trend coefficient
D) spurious regression degree

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