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st: Constant terms in AR1 error regressions


From   "Clive Nicholas" <clivelists@googlemail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Constant terms in AR1 error regressions
Date   Wed, 17 Dec 2008 19:00:34 +0000

When the AR1 error-regression equation

u_{t} = \rhou{t-1} + e_{t}

is displayed without the constant - presumably u_{0} - is this because
it is suppressed (-nocons-) or simply because it isn't shown as it's
not of interest? The literature doesn't make this clear, but I'm
guessing it's the former.

-- 
Clive Nicholas

[Please DO NOT mail me personally here, but at
<clivenicholas@hotmail.com>. Please respond to contributions I make in
a list thread here. Thanks!]

"My colleagues in the social sciences talk a great deal about
methodology. I prefer to call it style." -- Freeman J. Dyson.
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