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- 2011-7-11
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- 2014-7-21
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correct AR model and cross sectional data
Does every AR model has serial correlation problem? do we need to add lag to correct the auto-correlation problem ?
in macroeconomic multifactor model, is it time series or cross sectional data? in macroeconomic model, we didn't compare with peers like fundamental model, so it is not cross sectional, am I right? |
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发表于 2011-7-13 16:25
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