Dt Tt-gt 5. Suppose a theory predicts that, Pt = the slope of the following regression? a) a = 0 and ß = 1 and p = -1 b) a = 0 and ß = 1 and p = 1 c) a = 0 and ß = 1 and p = 0 d) a = 0 and B = -1 and p = 1 9t = a + ß. what restriction does this theory imply about = a + B = =+ + $₁ +ørt + Et

MATLAB: An Introduction with Applications
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Dt
rt-9t
5. Suppose a theory predicts that, Pt =
the slope of the following regression?
a) a = 0 and ß = 1 and p = -1
b) a = 0 and ß = 1 and ¢ = 1
c) a = 0 and ß = 1 and p = 0
d) a = 0 and ß = -1 and p = 1
It = a + ß
what restriction does this theory imply about
Dt
31 1 2 +
Pt
•+ørt + Et
Transcribed Image Text:Dt rt-9t 5. Suppose a theory predicts that, Pt = the slope of the following regression? a) a = 0 and ß = 1 and p = -1 b) a = 0 and ß = 1 and ¢ = 1 c) a = 0 and ß = 1 and p = 0 d) a = 0 and ß = -1 and p = 1 It = a + ß what restriction does this theory imply about Dt 31 1 2 + Pt •+ørt + Et
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