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Questions › UGC-NET › UGC-NET 2023 › Q44
2 marksEconometrics › Binary-choice and time-series models › Stationarity, unit roots and cointegrationModerateabout 1 min

UGC-NET 2023 Question 44: Binary-choice and time-series models

Which of the following are features of a weakly stationary stochastic process?

(A) Mean is time-varying

(B) Mean is constant

(C) Variance is constant

(D) Covariance is time-invariant.

Choose the correct answer from the options given below:

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Answer and worked solution

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Binary-choice and time-series models has come up 14 times in 2 exams since 2023.

What this question tests

This question is on Stationarity, unit roots and cointegration, part of Binary-choice and time-series models in Econometrics.

Whether a time series has a stable mean and what goes wrong when it does not.

TestStop has 7 past-paper questions on this subtopic.

Take this paper as a timed mockMore on Stationarity, unit roots and cointegration

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Question from the UGC-NET 2023 paper. Solutions are TestStop's own. Not affiliated with or endorsed by any examination authority.