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Stata Tutorial: Correcting Autocorrelated Errors in OLS

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Stata Tutorial: Correcting Autocorrelated Errors in OLS

27,277 views November 15, 2019 21:37

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ChannelMike Jonas Econometrics

Description from the creator

A simple walk-through of how to use three options for dealing with auto-correlated errors in a simple OLS framework: first-difference, generalized difference, and robust standard error models are shown in Stata, and briefly explained.

Testing for Autocorrelation - Part 1:
youtu.be/5WZF0o2we4I

Link to "Gentle Introduction to Stata"
amazon.com/gp/product/1597182699/ref=as_li_tl?i…

Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
amazon.com/gp/product/9332584915/ref=as_li_tl?i…

Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
amazon.com/gp/product/8131524655/ref=as_li_tl?i…
My Twitter is:
twitter.com/MichaelRJonas

My Google Scholar Page:
scholar.google.com/citations?user=c97cvAwAAAAJ&…

ResearchGate:
researchgate.net/profile/Michael_Jonas2

About this tutorial

Mike Jonas Econometrics published this 21:37 video tutorial on November 15, 2019. It has been watched 27,277 times on YouTube.

Category
Education
Duration
21:37
Published
November 15, 2019
Views
27,277
Likes
331

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