Serial Correlation summary

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  1. Ben Lambert
  2. serial correlation
  3. autocorrelation
  4. gauss-markov
Рекомендации по теме
Serial Correlation summary 0:05:49

Serial Correlation summary

Serial correlation testing 0:05:09

Serial correlation testing - introduction

Serial Correlation (Autocorrelation) 0:18:05

Serial Correlation (Autocorrelation)

Serial Correlation - 0:03:25

Serial Correlation - as a symptom of functional misspecification

CFA Level 2 0:10:54

CFA Level 2 : Serial correlation Simplified

Serial correlation - 0:06:18

Serial correlation - The Durbin-Watson test

Autocorrelation an 0:06:39

Autocorrelation an introduction

Serial correlation biased 0:03:55

Serial correlation biased standard errors (advanced topic) - part 1

How does the 0:13:27

How does the Test for Serial Correlation work?

Serial Correlation in 0:07:24

Serial Correlation in Panel Data

Serial correlation: a 0:05:51

Serial correlation: a symptom of omitted variable bias

How to test 0:00:28

How to test for serial correlation using Eviews

How to address 0:03:36

How to address the issue of serial correlation

Serial Correlation 0:07:12

Serial Correlation

Correlation Analysis - 0:27:00

Correlation Analysis - Full Course

What is autocorrelation? 0:36:02

What is autocorrelation? Extensive video!

20. Serial Correlation 0:23:28

20. Serial Correlation

218 Testing for 0:07:40

218 Testing for AR1 and Higher Order Serial Correlation

A Full Course 0:05:49

A Full Course in Econometrics Lecture 48 | Serial Correlation Summary

Serial Correlation - 0:04:44

Serial Correlation - as a symptom of omitted variable bias

4 6 Serial 0:12:56

4 6 Serial Correlation in X and u in panel data

Finding Correlation and 0:06:14

Finding Correlation and Serial Correlation

Serial correlation testing 0:08:03

Serial correlation testing - the Breusch-Godfrey test

Ljung-Box Test for 0:12:53

Ljung-Box Test for Autocorrelation

Комментарии
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Thank you. My university's classes are all going online and your videos are a great resource for my econometrics students.

allenbellas
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Would a functional misspecification essentially be a form of omitted variable? As in say happiness = c + dogs + e vs. happiness = c + dogs - dogs^2 + e ??

fruitylerlups
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Can you have any of these 3 situations (omitted variable, functional misspecification or measurement error) and still get unbiased estimators?

paulaspinola
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Thank you for the lecture! One thing I dont get is what does "other estimator" mean? Estimator given by MLE or other method? Can you give an example?

yfygs
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What do you mean that underestimating our independent variables/Omitting variables will be "carried over to other periods"?

AI-ewrj
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Can you please not write in cursive? Hard to read

JackIsNotInTheBox