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    Exam 18: Advanced Time Series Topics
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    If Two Series Have Means That Are Not Trending, a Simple
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If Two Series Have Means That Are Not Trending, a Simple

Question 13

Question 13

Multiple Choice

If two series have means that are not trending, a simple regression involving two independent I(1) series will often result in a significant _____ statistic.​


A) ​F
B) ​t
C) ​z
D) ​χ2

Correct Answer:

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