Multiple Choice
In a VECM,
A) past values of Yt - θ Xt help to predict future values of ΔYt and/or ΔXt.
B) errors are corrected for serial correlation using the Cochrane-Orcutt method.
C) current values of Yt - θ Xt help to predict future values of ΔYt and/or ΔXt.
D) VAR techniques,such as information criteria,no longer apply.
Correct Answer:
Verified
Correct Answer:
Verified
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