Question: True or False with Explanantion 1. ARIMA(0,1,0) process is possible when rejecting the Dickey-Fuller Test. 2. An ACF cannot exceed one. 3. Homoskedasticity is possible
True or False with Explanantion
1. ARIMA(0,1,0) process is possible when rejecting the Dickey-Fuller Test.
2. An ACF cannot exceed one.
3. Homoskedasticity is possible when Hausman Test for fixed effect is rejected.
4. 2SLS estimator is unbiased for a regression model with fixed effect problem.
5. Failing to reject the Hausman Test implies that the Between Effects estimator is inconsistent.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
