The DOLS Estimator Has the Following Property If $X _ { t } \text { and } Y _ { t }$

question 14

Multiple Choice

The DOLS estimator has the following property if $X _ { t } \text { and } Y _ { t }$
are cointegrated:

• A) it is BLUE even in small samples.
• B) it is efficient in large samples.
• C) it has a standard normal distribution when homoskedasticity-only standard errors are used.
• D) it has a non-normal distribution in large samples when HAC standard errors are used.

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Definitions:

False Memories

Distorted or fabricated recollections of events that did not actually happen, often studied in relation to suggestibility and memory formation.

Misinformation

False or inaccurate information that is spread, intentionally or unintentionally, which can influence memory and perception.

Distress

Acute stress or discomfort resulting from situations perceived as threatening or overwhelming.

Misinformation Effect

Information received from others about an event that can alter a memory to conform to the information received from other people.