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ferg ferg
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6 years ago
The EG-ADF test
 
  A) is the similar to the DF-GLS test
  B) is a test for cointegration
  C) has as a limitation that it can only test if two variables, but not more than two, are cointegrated
  D) uses the ADF in the second step of its procedure
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wrote...
6 years ago
Answer: B
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