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    Introduction to Econometrics Update
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    Exam 16: Additional Topics in Time Series Regression
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    If Y<sub>t</sub> Is I(2), Then
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If Yt Is I(2), Then

Question 43

Question 43

Multiple Choice

If Yt is I(2) , then


A) Δ2Yt is stationary.
B) Yt has a unit autoregressive root.
C) ΔYt is stationary.
D) Yt is stationary.

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