Introduction to Time Series Data and Stationarity

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This video details the rudiments of time series for econometrics and finance. This goes through what time series data is and discusses the underlying assumption of stationarity.

Created by: Justin S. Eloriaga
Main Text: Introductory Financial Econometrics by Chris Brooks
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Very well-explained. Love how you break down each term and explain its relevance. Thank you.

jasondew
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What is your advise on how I can learn econometrics. I try but it just seems to confuse me more and the concepts don't stick to my head, how do all these other economists do it

chisomokhuvulo
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This is very helpful thank you!
I have a question- is there a mathematical way to derive the mean and variance to be constant?

tunmiseifeoluwa
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hi Justin , can you do a video on extended autocorrelation functions

siphosakhempanza