Serial Correlation

This lecture discusses the issue of serial correlation, consequences of serial correlation, AR(1) serial correlation, testing of serial correlation under strict exogeneity assumption, testing of serial correlation under no strict exogeneity assumption, and quasi-differencing methods. The materials of this lecture are based on Jeffrey Wooldridge's Introduction to Modern Econometrics.

Time codes
0:00:00​ - Introduction

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Department of Economics
Faculty of Economics and Business
Universitas Gadjah Mada
Indonesia