Question: 15.3 A researcher estimates an AR(1) with an intercept and finds that the OLS estimate of b1 is 0.88, with a standard error of 0.03.

15.3 A researcher estimates an AR(1) with an intercept and finds that the OLS estimate of b1 is 0.88, with a standard error of 0.03. Does a 95% confidence interval include b1 = 1? Explain.

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