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    Practical Econometrics
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    Exam 11: Auto-Correlation
  5. Question
    You Can Determine Whether a Unit Root Exists by Performing
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You Can Determine Whether a Unit Root Exists by Performing

Question 15

Question 15

Multiple Choice

You can determine whether a unit root exists by performing


A) a Newey-West test.
B) a Cochrane-Orcutt test.
C) a Prais-Winsten test.
D) a Dickey-Fuller test.

Correct Answer:

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