2. Suppose that Ya ut where the ut are iid Normal with mean zero and variance σ2, but that you mistakenly think Yt is difference stationary. You therefore construct a new series a) Are the Xt i.i.d.?...

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2. Suppose that Ya ut where the ut are iid Normal with mean zero and variance σ2, but that you mistakenly think Yt is differe

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