Which of the following are disadvantages of the Dickey-Fuller / Engle-Granger approach to testing for cointegration and modelling cointegrating relationships?

i) Only one cointegrating relationship can be estimated

ii) Particularly for small samples. There is a high chance of the tests suggestingthat variables are not cointegrated when they are

iii) It is not possible to make inferences on the cointegrating regression

iv) The procedure forces the researcher to specify which is the dependent variable and which are the independent variables.
(A)(ii) and (iv) only (B)(i) and (iii) only (C)(i), (ii), and (iii) only (D)(i), (ii), (iii), and (iv)
D