Question: 9.6 Consider the infinite lag representation lt: a+ I8,-, + r, s:0 for the ARDL model y, : 6 + 6:tr-: * 0tlr-t * 9zlt-z

9.6 Consider the infinite lag representation lt: a+ I8"",-, + r, s:0 for the ARDL model y, : 6 + 6:tr-: * 0tlr-t * 9zlt-z * 9zlt z I vt Show that Bo BB0 = 81 Bs B. 1 BBB 6B16B-2+- for s6

Bo BB0 = 81 Bs B. 1 BBB 6B16B-2+- for s6

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