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| 12.Malloy’s reply to Dennehy about the Dickey-Fuller test is best characterized as: A: A.Correct. B.Incorrect because the regression results are valid whether a unit root exists or does not exist for the dependent variable when the independent variables are cointegrated. C.Incorrect because if any of the time series have unit roots, all of the time series must have unit roots and must exhibit mutual cointegration for the results of the regression to be valid. |
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