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8. A researcher estimates the following econometric models including a lagged dependent variable yt=1+2x2t+3x3t+4yt1+utyt=1+2x2t+3x3t+4yt1+vt where u1 and vt are iid disturbances. Will these models have

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8. A researcher estimates the following econometric models including a lagged dependent variable yt=1+2x2t+3x3t+4yt1+utyt=1+2x2t+3x3t+4yt1+vt where u1 and vt are iid disturbances. Will these models have the same value of (a) The residual sum of squares (RSS), (b) R2, (c) Adjusted R2 ? Explain your answers in each case. 8. A researcher estimates the following econometric models including a lagged dependent variable yt=1+2x2t+3x3t+4yt1+utyt=1+2x2t+3x3t+4yt1+vt where u1 and vt are iid disturbances. Will these models have the same value of (a) The residual sum of squares (RSS), (b) R2, (c) Adjusted R2 ? Explain your answers in each case

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