Question: 13.39 Refer to Exercise 13.37 where a lagged variable, yield, is added to the model and suppose the estimated standard deviation of the estimated coefficient

13.39 Refer to Exercise 13.37 where a lagged variable, yield, is added to the model and suppose the estimated standard deviation of the estimated coefficient for the lagged dependent variable is 0.0639.

Use Durbin’s h statistic to construct a hypothesis test with the alternative hypothesis is r 7 0 at 5%

significance level.

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