Question: (Lagged Dependent Variable) Generalize the score test for autocorrelation in Exercise 20.26 to the alternative hypothesis that [s,) is an AR(p) process instead of an

(Lagged Dependent Variable) Generalize the score test for autocorrelation in Exercise 20.26 to the alternative hypothesis that [s,) is an AR(p) process instead of an AR(1).

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