16.2 What are the characteristics that one would expect of a realization of the following MA(1) process?

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16.2 What are the characteristics that one would expect of a realization of the following MA(1) process? How would these characteristics differ from those of a realization of the following MA(1) process? y 18-1

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Econometric Models And Economic Forecasts

ISBN: 9780079132925

4th Edition

Authors: Robert Pindyck, Daniel Rubinfeld

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