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Introductory Econometrics 4th Edition by Jeffrey Wooldridge
Edition 4ISBN: 978-0324660609Introductory Econometrics 4th Edition by Jeffrey Wooldridge
Edition 4ISBN: 978-0324660609 Exercise 7
Suppose that {yt} and {zt} are I(1) series, but yt - zt is I(0) for some + 0. Show that for any , yt - zt must beI(1).
Explanation
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Which is an I(0) sequence ( plus ...
Introductory Econometrics 4th Edition by Jeffrey Wooldridge
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