a. Write the (mathrm{AR}(1)) error model (e_{t}=ho e_{t-1}+v_{t}) in lag operator notation. b. Show that and hence

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a. Write the $\mathrm{AR}(1)$ error model $e_{t}=ho e_{t-1}+v_{t}$ in lag operator notation.

b. Show that

and hence that

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Principles Of Econometrics

ISBN: 9781118452271

5th Edition

Authors: R Carter Hill, William E Griffiths, Guay C Lim

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Question Posted: Mar 30, 2024 11:00 PM

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a. Write the (mathrm{AR}(1)) error model (e_{t}=ho e_{t-1}+v_{t}) in lag operator notation. b. Show that and hence

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(1pL)=1+ pL + pL + pL +... -

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Principles Of Econometrics

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