Assuming the AR(1) scheme, what are the consequences of the CLRM assumption that the error terms in

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Assuming the AR(1) scheme, what are the consequences of the CLRM assumption that the error terms in the PRF are uncorrelated?
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Essentials of Econometrics

ISBN: 978-0073375847

4th edition

Authors: Damodar Gujarati, Dawn Porter

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