Econometrics Lecture: Autocorrelation Part 1

Econometrics Lecture: Autocorrelation Part 1

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Econometrics Lecture: Autocorrelation Part 1
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