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Since we have a reasonably large sample, asymptotically all the estimated coefficients are statistically significant. The low Durbin-Watson statistic suggests that the error term is probably autocorrelated. In exercise 14.8 you are asked to compare the preceding model with the semilog model: ln Yt = fa + fa2time + ut and compute the underlying growth rate of population for both models.

CHAPTER FOURTEEN: NONLINEAR REGRESSION MODELS 573

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Rules Of The Rich And Wealthy

Rules Of The Rich And Wealthy

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