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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 14
Consider the "constant-term-only" regression model Y 1 = 0 + u 1 where u follows the stationary AR(1) model
0 and variance
.
0 and variance .Explanation
Verified
Verified
b) The GLS estimation
estimator for
...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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