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1. Let {Kt} and {1'1} be time series sueh that X: N 1(1) and H w If]. Then the linear regression 1; = g +

1. Let {Kt} and {1'1} be time series sueh that X: N 1(1) and H w If]. Then the linear regression 1"; = g + .3137: + .5; fails the classical essumpticrns

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