If I have a particular linear regression model, how the value of ? is related to the question whether the process ? has a unit root?(a) Consider the linear regression model53ft = E + Wt1 + ?at1 + Er (l where the error term e; is assumed to be independently and iden-tically distributed with zero mean and variance 02. Explain howthe value of the parameter qr in this model is related to the questionwhether the process 3;; has a unit root.
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