[SOLVED] ECONOMETRICS II Homework 9- SPRING 2025. P0

1. 1. Computer question using Matlab (continuation of previous homeworks).
a) In Matlab, regress U.S. real per capita consumption growth on a constant and U.S. data incomegrowth by OLS and calculate the t-stat . Estimate and AR(1) model for the residuals and estimate the model again using a) Cochrane-Orcutt and b) Prais-Winsten. Compare the estimates and the t-stats.
b) In Matlab, estimate the same model by Maximum Likelihood. Compare to the previous estimates.