Multiple Choice
A process {yt} is a martingale if _____ is equal to yt for all t ≥ 0.
A) E(yt+1|yt, yt-1, …, y0)
B) E(yt+1|yt-1, …, y0)
C) E(yt+1, yt| yt-1, …, y0)
D) E(yt+1, yt| yt-1, yt-2)
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q11: Let {(y<sub>t</sub>, z<sub>t</sub>): t = …, −2,−1,
Q12: In calculation of squared forecast errors, an
Q13: For 2.5% significance level, the asymptotic critical
Q14: Which of the following is true of
Q15: In the given AR(1) model, y<sub>t</sub> =
Q17: A spurious correlation refers to a situation
Q18: In case of forecasts, the root mean
Q19: Which of the following statements correctly identifies
Q20: Which of the following is used to
Q21: Which of the following tests can be