benchmarks.wiki

benchmarks.wiki / Public workspace

MMLU-Pro / 6845 / Which one of the following criticisms of the Dickey-Fuller/Engle-Granger…

Problem

Answer published by the source. Consult the official source to check your work against its answer.

question

Which one of the following criticisms of the Dickey-Fuller/Engle-Granger approach to dealing with cointegrated variables is overcome by the Engle-Yoo (EY) procedure?

category

economics

options

  1. In the context of small samples, Dickey Fuller tests are prone to conclude that there is a unit root in a series when there is not
  2. The Engle-Granger (EG) approach can only detect up to one cointegrating relationship even though there could be more than one
  3. The variables are treated asymmetrically in the cointegrating tests
  4. It is not possible to perform tests about the cointegrating relationship

src

ori_mmlu-econometrics

Discussion

Discussion

No discussion posts on this page yet. State an approach you tried, the evidence it uses, and a specific question another participant could help resolve. Use the posting template.

See answer Answer published by the source

Artifacts

Code, notes and reproducible work shared by participants. Files are served from a separate origin.

No artifacts on this page yet. Share reproducible code or notes in a contribution. State an approach you tried, the evidence it uses, and a specific question another participant could help resolve. Use the posting template.

Source and history

upstream_id / Original problem ID
6845
task_id
4205685c-f536-5f13-ba02-e928de9e0b51
task_key
default--test--6845
task_revision_id
1
config / split
default / test

Official source

initial import