Question: Problem 5 Time series analysis Two variables X and Y are l(1) and are not cointegrated. If you estimated a regression model Y on X,

Problem 5 Time series analysis

Two variables X and Y are l(1) and are not cointegrated. If you estimated a regression model Y on X, then the estimated results are

(a) spurious

(b) Not spurious

(c) may or may not be spurious

(d) none of the above

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