h+1
I think this should be $X_{t-p-h+1}$ (so X, not Y)
5 Matching Annotations
- Oct 2025
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www.econometrics-with-r.org www.econometrics-with-r.org
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www.econometrics-with-r.org www.econometrics-with-r.org
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effect
It should be affect
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- Sep 2025
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www.econometrics-with-r.org www.econometrics-with-r.org
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ercations
- 'interactions' (typing error)
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that
Delete 'that' in: '... in the population regression function that lying at a date ...'
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www.econometrics-with-r.org www.econometrics-with-r.org
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There is not intercept in the DGP but the regression includes one; is this intentional?
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