Breusch-Godfrey Serial Correlation LM Test in Eviews | Post Estimation Test | Autocorrelation

This video explains how to perform a Breusch-Godfrey serial correlation LM test in Eviews.

Chapter Timestamps
00:00​ Introduction
00:18 Definition
01:08 Serial Correlation Techniques
02:38 Reasons for performing this test
05:36 Hypothesis statement
06:06 Decision rule
07:50 Estimating OLS in Eviews
08:35 Breusch-Godfrey serial correlation LM test in Eviews
09:05 Interpretation of results
10:06 Addressing serial correlation problem


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