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AR Model (Quantitative Methods)

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    • Avatar of Stuj79Stuj79
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        • CFA Charterholder
        17 Mar 2018 at 4:50 am
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        My understanding is that AR models are for time series data, whereas model msipecification arises from use of a lagged dependent variable as an independent variable in normal cross sectional regression.

      • Avatar of RoyDRoyD
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          17 Mar 2018 at 3:47 pm
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          Oh ok. That might make sense since they were from two different chapters.

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