Basic introduction to the topic of autocorrelated errors in OLS regression.
Testing for Autocorrelation in Stata, Part 1
https://youtu.be/5WZF0o2we4I
Testing For Autocorrelation in Stata, Part 2
https://youtu.be/O3QaWBT97t4
Correcting for Autocorrelation, examples in Stata
https://youtu.be/ldNHyNHqUEE
Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
https://www.amazon.com/gp/product/9332584915/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=9332584915&linkCode=as2&tag=mikejonasecon-20&linkId=6697afcfde8c335b461795eec22e3977
Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
https://www.amazon.com/gp/product/8131524655/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=8131524655&linkCode=as2&tag=mikejonasecon-20&linkId=0a5fe7ce6ac777090a194cb5bb48071b
My Twitter is:
https://twitter.com/MichaelRJonas