Economics 421/521 - Econometrics - Winter 2011 - Lecture 6 (HD)

Economics 421/521 - Econometrics - Winter 2011 - Lecture 6 (HD)

[luizfiorentini]

01:40-27:30 Recap on correction tests for Heteroskedasticity, using variances estimations
27:30-56:30 Execise on Eviews: correction for Heteroskedasticity
56:30-76:00 Intro to autocorrelation, time series data.

[norah]

U r saving many minds here .. I take this class now and it really makes sense with the vedioes u r doing the humanity a favor!!! thanks a lot you are such a great person to give education for free.. thats what education should be!

[ffanatic]

Dear Mr. Professor,
The Linear algebra aspect of your lecture was very helpful. It helped me understand why the process works the way it does.

[VainCape]

You are so incredibly patient with students. I wish all intro econometrics profs were this way,

[dayanazhappassova]

Thank you so much for doing these videos! Even though I haven't taken linear algebra yet, I still followed you when you explained the autocorrelation problem, which wasn't clear to me before. You are an amazing professor!

[zethumsindo]

I am learning a lot form these lectures

[고슴도치-rv]

Your lecture is great help to me. Thanks a lot!!
I have a question.
Where does 'Zi's come from?
Are they another set of actual data?
Aren't 'Xi's and 'Yi's the only actual data we have?
In actual life, is it possible for us to have extra data about error terms besides all the explanatory variables data?

[hunterxhunter]

Thank's professor for your amazing works, god bless you !

[stefcoleecon]

Yes, so glad you went over the linear algebra last class. It was very clear and I think it will be useful for my upcoming exam.

Thanks,

Stefanie Cole

[amutep]

Excellent lecturer. These lectures have helped me tremendously. I am far more interested in the subject than I started off being initially. 

[muawiaabdelsalam]

Thanks Professor. Thanks for the great lecture! You are excellent.

[태현욱-rs]

Thanks for the great lecture! You are awesome!

[SiddhaRajBhatta]

Perfect lectures..thank you so much Professor 

[peteroth]

Correcting for Heteroskedasticity then Time series 57:00

[skarat]

Proffesor can i get the file excel exercise? I want to do more practice with it.

[KraussHelmut]

Does anyone know the package the prof uses? He keeps saying he doesn't use this one in his day to day work.