17.1 Following the example in Appendix 17.1, show how the estimation of o. 2, and 8, for...

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17.1 Following the example in Appendix 17.1, show how the estimation of o. 2, and 8, for an ARMA(2, 1) model would be carried out. Go through the steps of the Taylor series expansion, show how the data series are generated, and indicate how the lineari regressions are performed.

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Econometric Models And Economic Forecasts

ISBN: 9780079132925

4th Edition

Authors: Robert Pindyck, Daniel Rubinfeld

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