Find the best dynamic linear model for the time series of U.S. GDP growth rates in Exercise
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For the time series of US GDP growth rates wend that the best dynamic linear model is an AR12 In Table 12 we report the estimation results Table 12 Quarterly GDP Growth Rate Estimation of a AR12 Model ...View the full answer
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Related Book For
Forecasting for Economics and Business
ISBN: 978-0131474932
1st edition
Authors: Gloria Gonzalez Rivera
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