a) Suppose that {X,,t=0,±1,±2,....} is a stationary process satisfying the equations X, = 4X,-1 +ظX,2 +…+ø,X,-, +Z,, whereZ, ~ WN (0,&²) and Z, is uncorrelated with X, for each s

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A: Yes, it is possible when there is an omitted variable bias.

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A: References Chambers, J. M., & Hastie, T. J. (2017). Statistical models. In Statistical models in…

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