Question: the question What is the Augmented Dickey Fuller (ADF) t-statistic? O a. It is a two-sided test. O b. It has the identical distribution whether

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What is the Augmented Dickey Fuller (ADF) t-statistic? O a. It is a two-sided test. O b. It has the identical distribution whether or not a trend is included or not. O c. It has a normal distribution in large samples. O d. It is an extension of the Dickey-Fuller test when the underlying model is AR(p) rather than AR(1)

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