Further Issues on OLS with Time Series Data

Jul 20, 2012

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2. Stationary Stochastic ProcessesWeakly Dependent Time SeriesExample: AR and MA ProcessesExample: Detrended stationaryAsymptotic Properties of OLSHighly Persistent Time SeriesExample: Random WalkTransformations to obtain stationary, weakly dep.. OUTLINE. 3. 1. Stationary Stochastic Pr

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Further Issues on OLS with Time Series Data

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