Question: Generate n = 50 observations from a Gaussian AR(1) model with = .99 and w = 1. Using an estimation technique of your choice,
Generate n = 50 observations from a Gaussian AR(1) model with φ =
.99 and σw = 1. Using an estimation technique of your choice, compare the approximate asymptotic distribution of your estimate (the one you would use for inference) with the results of a bootstrap experiment (use B = 200).
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