A researcher estimates an AR(1) with an intercept and finds that the OLS estimate of (beta_{1}) is

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A researcher estimates an AR(1) with an intercept and finds that the OLS estimate of $\beta_{1}$ is 0.95 , with a standard error of 0.02 . Does a $95 \%$ confidence interval include $\beta_{1}=1$ ? Explain.

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Introduction To Econometrics

ISBN: 9780134461991

4th Edition

Authors: James Stock, Mark Watson

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Question Posted: May 02, 2024 03:52 AM

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A researcher estimates an AR(1) with an intercept and finds that the OLS estimate of (beta_{1}) is

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Introduction To Econometrics

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