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In the Given AR(1) Model, Yt =

Question 20

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In the given AR(1) model, yt = In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. + In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. yt - 1 + In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. , t = 1,2…… , the Dickey-Fuller distribution refers to the:


A) asymptotic distribution of the t statistic under the hypothesis In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. - 1 = 0.
B) asymptotic distribution of the F statistic under the hypothesis In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. - 1 = 0.
C) asymptotic distribution of the In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. 2 statistic under the hypothesis In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. - 1 = 0.
D) asymptotic distribution of the z statistic under the hypothesis In the given AR(1) model, y<sub>t</sub> = + yt -<sub> 1</sub> + , t = 1,2…… , the Dickey-Fuller distribution refers to the: A) asymptotic distribution of the t statistic under the hypothesis - 1 = 0. B) asymptotic distribution of the F statistic under the hypothesis - 1 = 0. C) asymptotic distribution of the <sup>2</sup> statistic under the hypothesis - 1 = 0. D) asymptotic distribution of the z statistic under the hypothesis - 1 = 0. - 1 = 0.

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