If there are three variables that are being tested for cointegration, what is the maximum number of linearly independent cointegrating relationships that there could be?

What would be the consequences for the OLS estimator if autocorrelation is present in a regression model but ignored?

A process, xt, which has a constant mean and variance, and zero autocovariance for all non-zero lags is best described as:

Consider a series that follows an MA(1) with zero mean and a moving average coefficient of 0.4. What is the value of the autocorrelation function at lag 1?

If a residual series is negatively autocorrelated, which one of the following is the most likely value of the Durbin Watson statistic?

Which of the following sets of characteristics would usually best describe an autoregressive process of order 3 (i.e. an AR(3))?

If a regression equation contains an irrelevant variable, the parameter estimates will be

A normal distribution has coefficients of skewness and excess kurtosis which are respectively: