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random-walk

  1. David Harper CFA FRM

    P1.T2.21.1. Nonlinear time trends and unit roots

    Learning objectives: Describe linear and nonlinear time trends. Explain how to use regression analysis to model seasonality. Describe a random walk and a unit root. Questions: 21.1.1. The following seasonal dummy model estimates the quarterly growth rate (in percentage terms) of housing...
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