Dummy variables and autocorrelation. refer to the savings–income regression discussed in chapter 9. using the data given in table 9.2, and assuming an ar(1) scheme, reestimate the savings–income regression, taking into account autocorrelation. pay close attention to the transformation of the dummy variable. compare your results with those presented in chapter 9.

i think it's either c or d

step-by-step explanation: the entire question is extremely odd. 04 obviously refers to the interest rate. honestly i will say the answer is c. because the (2 x 12) part would mean it's compounded semiannually. i'll say choose c.

-7/8

step-by-step explanation:

instead of subtracting you add the -6/8 and -1/8

u = -(6/7)w

step-by-step explanation:

place all values with 'u' on one side of the equation.

4u + 8w = - 3u + 2w

4u + 3u = 2w - 8w

further simplify the equation by solving the addition and subtraction.

7u = - 6w

make 'u' the independent variable by placing its co-efficient on the right-hand side.

u = - (6/7)w

step-by-step explanation:

for the free