Economics · Econometrics
Testing for cointegration using the Engle-Granger two-step approach is performed by:
Verified Solution4 OptionsUpdated: October 2026👁️1 View
Share:
- 1Applying the KPSS test to the original series
- 2Running the Durbin-Watson test on the original series
- 3Testing for a unit root in the residuals of the cointegrating regression✓
- 4Applying the Augmented Dickey-Fuller test to the levels of each series separately
Correct answer
Testing for a unit root in the residuals of the cointegrating regression
Download Single Question PDF
Save this question and verified answer as a clean study sheet with live clickable link.
👥
Share with Friends & Study Groups
Challenge your peer aspirants on WhatsApp or Telegram to solve this question!
Online Test Series
Start Free Mock Test →Preparing for Economics?
Practice full-length mock tests with real exam timers, instant score analysis, and all-India ranking.
Chapter Practice
Practice Econometrics MCQs →Want more practice questions on Econometrics?
Solve complete topic-wise tests with detailed solutions on GkGet.
Related Practice Questions
Recommended practice questions in Economics · Econometrics