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How to address the issue of serial correlation

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How to address the issue of serial correlation

34,857 views November 15, 2013 3:36

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ChannelBen Lambert

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This video explains the two methods which can be used to address the issue of serially correlated errors; using either corrected standard errors, or GLS. Check out ben-lambert.com/econometrics-course-problem-set… for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.com/bayesian/ Accompanying this series, there will be a book: amazon.co.uk/gp/product/1473916364/ref=pe_31407…

About this tutorial

Ben Lambert published this 3:36 video tutorial on November 15, 2013. It has been watched 34,857 times on YouTube.

Duration
3:36
Published
November 15, 2013
Views
34,857
Likes
199

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