Consider a time series regression in levels and with one lag. Write down this regression, then the
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Consider a time series regression in levels and with one lag. Write down this regression, then the corresponding regression with the cumulative coefficient, and show the correspondence between the coefficients of the two regressions.
Related Book For
Applied Statistics For Public And Nonprofit Administration
ISBN: 9781285737232
9th Edition
Authors: Kenneth J. Meier, Jeffrey L. Brudney, John Bohte
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