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    Statistics
  3. Study Set
    Practical Econometrics
  4. Exam
    Exam 11: Auto-Correlation
  5. Question
    If a Unit Root Exists,then
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If a Unit Root Exists,then

Question 3

Question 3

Multiple Choice

If a unit root exists,then


A) there is no issue with estimating time-series models.
B) steps must be taken to make the time-series a stable AR(1) .
C) it is impossible to model the AR(1) process.
D) the time-series is not an AR(1) process.

Correct Answer:

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