Question: From your solution it must be clear how you arrived at your results; iid (O, 02) and lal < 1. Find the long run variance

iid (O, 02) and lal < 1. Find the long run varianceof Art. Let (1 aL)xt = Et where Et Hint 1 Hint2: Hint 3: = .'rtl. for lal < 1. = (1 fcn< 1.image text in transcribed

From your solution it must be clear how you arrived at your results;

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iid (O, 02) and lal < 1. Find the long run variance of Art. Let (1 aL)xt = Et where Et Hint 1 Hint 2: Hint 3: = .'rtl. for lal < 1. = (1 fcn < 1.

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