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MMLU-Pro / 7062 / What is the main difference between the Dickey Fuller (DF) and Phillips-Perron…

Problem

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

question

What is the main difference between the Dickey Fuller (DF) and Phillips-Perron (PP) approaches to unit root testing?

category

economics

options

  1. The DF test incorporates an automatic correction for non-stationary data in the test regression
  2. PP test requires a priori knowledge of the lag length whereas DF test does not
  3. PP tests have good power in small samples whereas DF tests do not.
  4. ADF is a single equation approach to unit root testing while PP is a systems approach
  5. DF test is generally used for larger datasets, while the PP test is used for smaller ones
  6. PP tests assume the presence of unit root under the null hypothesis whereas DF tests do not
  7. PP tests reverse the DF null and alternative hypotheses so that there is stationarity under the null hypothesis of the PP test
  8. DF test requires larger sample size than the PP test for accurate results
  9. The PP test incorporates an automatic correction for autocorrelated residuals in the test regression
  10. DF test is non-parametric whereas PP test is parametric

src

ori_mmlu-econometrics

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Source and history

upstream_id / Original problem ID
7062
task_id
b9547b4a-1e25-5a61-b2e5-adc4971d1854
task_key
default--test--7062
task_revision_id
1
config / split
default / test

Official source

initial import