RDP 8604: Leading Indexes - Do They?
Equation (5)
E
[
(
Y
t
+
k
−
E
t
(
Y
t
+
k
)
)
(
Y
t
+
k
−
E
t
(
Y
t
+
k
)
)
′
]
=
A
0
ϕ
A
′
0
+
…
+
A
k
−
1
ϕ
A
′
k
−
1
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