menu-iconExamlexExamLexServices

Discover

Ask a Question
  1. All Topics
  2. Topic
    Business
  3. Study Set
    Introductory Econometrics Study Set 1
  4. Exam
    Exam 11: Further Issues in Using Ols With Time Sries Data
  5. Question
    If a Process Is Said to Be Integrated of Order
Solved

If a Process Is Said to Be Integrated of Order

Question 10

Question 10

Multiple Choice

If a process is said to be integrated of order one, or I(1) , _____.


A) it is stationary at level
B) averages of such processes already satisfy the standard limit theorems
C) the first difference of the process is weakly dependent
D) it does not have a unit root

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q5: The model y<sub>t</sub> = y<sub>t -</sub> <sub>1</sub>

Q6: Suppose u<sub>t</sub> is the error term for

Q7: The homoskedasticity assumption in time series regression

Q8: Which of the following statements is true?<br>A)A

Q9: Which of the following is a strong

Q11: A stochastic process {x<sub>t</sub>: t = 1,2,….}

Q12: A process is stationary if:<br>A)any collection of

Q13: The first difference of an I(1) time

Q14: The model x<sub>t</sub> = <img src="https://d2lvgg3v3hfg70.cloudfront.net/TB8272/.jpg" alt="The

Q15: A covariance stationary time series is weakly

Examlex

ExamLex

About UsContact UsPerks CenterHomeschoolingTest Prep

Work With Us

Campus RepresentativeInfluencers

Links

FaqPricingChrome Extension

Download The App

Get App StoreGet Google Play

Policies

Privacy PolicyTerms of ServiceHonor CodeCommunity Guidelines

Scan To Download

qr-code

Copyright © (2025) ExamLex LLC.

Privacy PolicyTerms Of ServiceHonor CodeCommunity Guidelines