Econometrics Lecture: Autocorrelation Part 1

Описание к видео Econometrics Lecture: Autocorrelation Part 1

Basic introduction to the topic of autocorrelated errors in OLS regression.

Testing for Autocorrelation in Stata, Part 1
   • Stata Tutorial: Testing for Autocorre...  

Testing For Autocorrelation in Stata, Part 2
   • Testing for Autocorrelation in Stata ...  

Correcting for Autocorrelation, examples in Stata
   • Stata Tutorial: Correcting Autocorrel...  

Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
https://www.amazon.com/gp/product/933...

Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
https://www.amazon.com/gp/product/813...

My Twitter is:
  / michaelrjonas  

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