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Suppose we estimate the following model:
y_hat = .78t, where t is the timevariable (t=1, 2, …, T). Suppose we calculate the residuals, res, and then we estimate: 
res_t = β*t + e_t
a) What will the estimate of β be, and why?
b) Suppose we propose to estimate: 
res_t = β_1 *t+p_1*res_(t-1) + e_t.What will the estimate of βbe, and why?
hyj980098 发表于 2013-11-17 15:33
β=0
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