Review Quiz 3-06: The Engle-Granger Two-Step Cointegration Analysis (7 Questions)
- Due 25 Oct 2018 at 13:15
- Points 7
- Questions 7
- Time limit None
- Allowed attempts Unlimited
Instructions
This quiz reviews the definition of cointegration and the concept of common stochastic trends and error-correction. The content is covered in:
Readings: Lecture Note 6, Cointegration and Common Trends, section 2-3, p. 10-27 (17 pages).
Video: An Outline of the Engle-Granger Two-Step Cointegration Analysis (9 minutes).
Review Slides: 03B Cointegration, sections 3 and 5, slides 18-26 and 32-41 (19 slides).
Remember that you can take the quiz as many times as you want. The score does not count for anything.
If you have any questions or parts you find difficult, you can add a question or comment to this Discussion Forum Post.