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Results tagged with reference-request
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user 126626
This tag is used if a reference is needed in a paper or textbook on a specific result.
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General solution for first-order difference equation
I have the following first-order difference equation
$$y_{t} = \frac{x_{t}}{1-\rho L} + \epsilon_{t}$$
where $L$ denotes the backshift operator, i.e., $L(x_{t}) = x_{t-1}$. I can obtain a solution …
