Regression

[Netti]

Hi all guys, I'm new here! :D :D

I have a question for you:


Now, the correct answers are: b,c,d,f
The problem is that I do not understand why...

I know that B=(X ' X)^-1X ' Y
In both models (X ' X)^-1X ' will be equal, however the Y vector containing the dependent variables will change.. The only thing I understand is that the intercept parameter will be the same.
If someone can help me with that I would really appreciate it! Also, if you happen to know a book or website where these things are explained please tell me!

[Netti]

ahah I'm so stupid! when brushing my teeth I came up with the solution!
The only parameter that changes is the one on y(t-1) simply because the second regression implies subtracting y(t-1) from both sides and thus Gamma4 will be equal to Beta4-1.
Nothing changes to the other parameters...