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QUESTION

1. If you have a times series data set with 100 years worth of data that you use to estimate a distributed lag model of order 3, how many degrees of

  • 1. If you have a times series data set with 100 years worth of data that you use to estimate a distributed lag model of order 3, how many degrees of freedom will you have for hypothesis testing on estimated coefficients?

2. How are coefficient estimates from WLS (weighted least squares) interpreted?

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