div class=trans-pagebuttonPage 1button div class=trans-image amp-img class=trans-thumb alt=Page 1: Econometric Methods with Applications in Business and · 76 Vector autoregressive models 657 in terms of -rt Suppose that we wrongly assume that x is exogenous in the regression src=https:reader031fdocumentsinreader031viewer20220220135b323b2c7f8b9aed688bebc0html5thumbnails1jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 2button div class=trans-image amp-img class=trans-thumb alt=Page 2: Econometric Methods with Applications in Business and · 76 Vector autoregressive models 657 in terms of -rt Suppose that we wrongly assume that x is exogenous in the regression src=https:reader031fdocumentsinreader031viewer20220220135b323b2c7f8b9aed688bebc0html5thumbnails2jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 3button div class=trans-image amp-img class=trans-thumb alt=Page 3: Econometric Methods with Applications in Business and · 76 Vector autoregressive models 657 in terms of -rt Suppose that we wrongly assume that x is exogenous in the regression src=https:reader031fdocumentsinreader031viewer20220220135b323b2c7f8b9aed688bebc0html5thumbnails3jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 4button div class=trans-image amp-img class=trans-thumb alt=Page 4: Econometric Methods with Applications in Business and · 76 Vector autoregressive models 657 in terms of -rt Suppose that we wrongly assume that x is exogenous in the regression src=https:reader031fdocumentsinreader031viewer20220220135b323b2c7f8b9aed688bebc0html5thumbnails4jpg width=142 height=106 layout=responsive amp-img divdivdiv class=trans-pagebuttonPage 5button div class=trans-image amp-img class=trans-thumb alt=Page 5: Econometric Methods with Applications in Business and · 76 Vector autoregressive models 657 in terms of -rt Suppose that we wrongly assume that x is exogenous in the...