Weakly dependent time series

Описание к видео Weakly dependent time series

This video explains what is meant by a time series being 'weakly dependent', and why we require this as an assumption for asymptotic inference in linear regression. Check out https://ben-lambert.com/econometrics-... for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1...

Комментарии

Информация по комментариям в разработке