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- Tue Apr 30, 2013 10:09 am
- Forum: Econometric Discussions
- Topic: AR(1) term in OLS vs. first lag of dependent variable
- Replies: 3
- Views: 6980
AR(1) term in OLS vs. first lag of dependent variable
Why does OLS with AR(1) term give different estimation output compared with OLS with first lag of dependent variable. Both regressions have another independent variable.