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Go to a frame, hit Autokey, RMB on the object, go for Properties, decrease the value for visibility. If you are uncomfortable with autokey, then open up the curve editor
tracks>visibility tracks>add (select your object first though) add key, and click on the dotten line. This way you can also change the type so that you can have smoother transitions if needed (although this doesn't work with many renderers). But this doesn't hide the object.