Question: (LMLE) Section 19.6.1 reviews several methods for computing estimators that are asymptotically equivalent to the MLE for normal linear regression with AR autocorrelation. Propose a

(LMLE) Section 19.6.1 reviews several methods for computing estimators that are asymptotically equivalent to the MLE for normal linear regression with AR autocorrelation. Propose a two-step estimator of $β_0$ based on the LMLE. Which of the listed estimators is most similar to your LMLE?

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