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1. Consider the regression model yt = Bo + B12+ + ut for t= 1,...,T, where ut is a stationary AR(1) process given by ut

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1. Consider the regression model yt = Bo + B12+ + ut for t= 1,...,T, where ut is a stationary AR(1) process given by ut = put-1 te with et ~ i.i.d.(0,0%) and \pl

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