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c) Consider the time series model Y = Bo + BX + BZ + B3Y1-1 + et. You suspect that the disturbance term e

c) Consider the time series model Y = Bo + BX + BZ + B3Y1-1 + et. You suspect that the disturbance term e = pet-1+vt, where vt is a true random error term. Explain how you would test the null hypothesis that p = 0 against the alternative that p = 0.

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