If X_t and Y_t Are Cointegrated, Then the OLS Estimator

question 6

Multiple Choice

If X_t and Y_t are cointegrated, then the OLS estimator of the coefficient in the cointegrating regression is

• A)BLUE.
• B)unbiased when using HAC standard errors.
• C)unbiased even in small samples.
• D)consistent.

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