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Two Variables Are Said to Be Cointegrated If

Question 18

Multiple Choice

Two variables are said to be cointegrated if


A) If the two variables are I(0) and a linear a combination of the two are I(1)
B) If the two variables are I(1) and a linear a combination of the two are I(1)
C) If the two variables are I(0) and a linear a combination of the two are I(0)
D) If the two variables are I(1) and a linear a combination of the two are I(0)

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