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Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, James Stock
Edition 3ISBN: 978-9352863501 Exercise 8
Consider the "constant-term-only" regression model Y₁ = 0 + u 1 where u follows the stationary AR(1) model 
0 and variance 
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0 and variance .Explanation
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b) The GLS estimation 
estimator for co...
Introduction to Econometrics 3rd Edition by James Stock, James Stock
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