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    Unit Root Processes, Such as a Random Walk (With or Without
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Unit Root Processes, Such as a Random Walk (With or Without

Question 4

Question 4

Multiple Choice

Unit root processes, such as a random walk (with or without drift) , are said to be:​


A) ​integrated of order one.
B) ​integrated of order two.
C) ​sequentially exogenous.
D) ​asymptotically uncorrelated.

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