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If $X _ { t } \text { and } Y _ { t }$

Question 1

Multiple Choice

If $X _ { t } \text { and } Y _ { t }$ are cointegrated, then the OLS estimator of the coefficient in the cointegrating regression is

A) BLUE
B) unbiased when using HAC standard errors.
C) unbiased even in small samples.
D) consistent.

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