Question: Consider the data in Exercise 14.3. Fit the lagged variables regression models shown in Eq. (14.26) and (14.27) to these data. Compare these models with

Consider the data in Exercise 14.3. Fit the lagged variables regression models shown in Eq. (14.26) and (14.27) to these data. Compare these models with the results you obtained in Exercise 14.3 using the Cochrane – Orcutt procedure, and with the time series regression model from Exercise 14.9.

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