Câu hỏi 1

Câu 1:

Consider the testing of hypotheses concerning the cointegrating vector(s) under the Johansen approach. Which of the following statements is correct?

A
A. If the restriction is (are) rejected, the number of cointegrating vectors will rise
B
B. If the restriction(s) is (are) rejected, the number of eigenvalues will fall
C
C. Whether the restriction is supported by the data or not, the eigenvalues are likely to change at least slightly upon imposing the restriction(s)
D
D. All linear combinations of the cointegrating vectors are themselves cointegrating vectors