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    Introduction to Econometrics Study Set 1
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    Exam 16: Additional Topics in Time Series Regression
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    If Yt Is I(2),then
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If Yt Is I(2),then

Question 23

Question 23

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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