
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 6
A researcher estimates an AR(1) with an intercept and finds that the OLS estimate of ß 1 is 0.95, with a standard error of 0.02. Does a 95% confidence interval include ß 1 = 1 Explain.
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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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