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    If There Are Three Variables That Are Being Tested for Cointegration
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If There Are Three Variables That Are Being Tested for Cointegration

Question 9

Question 9

Multiple Choice

If there are three variables that are being tested for cointegration, what is the maximum number of linearly independent cointegrating relationships that there could be?


A) 0
B) 1
C) 2
D) 3

Correct Answer:

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