'Serial correlation' presentation slideshows

Strategy for Complete Regression Analysis

1.49k views • 103 slides

An Investigation into Regression Model using EVIEWS

An Investigation into Regression Model using EVIEWS. Prepared by: Sayed Hossain Lecturer for Economics Multimedia University Personal website: www.sayedhossain.com Email: sayed.hossain@yahoo.com. Seven assumptions about a good regression model.

1.32k views • 50 slides

GY460 Techniques of Spatial Analysis

816 views • 50 slides

Models for Non-Stationary Time Series

Models for Non-Stationary Time Series. The ARIMA( p,d,q ) time series. The ARIMA( p,d,q ) time series. Many non-stationary time series can be converted to a stationary time series by taking d th order differences. Let { x t |t ? T } denote a time series such that

1.5k views • 46 slides

Market Efficiency

639 views • 43 slides

Financial integration and economic performance of the SACU countries: do different types of capital stocks matter?

Financial integration and economic performance of the SACU countries: do different types of capital stocks matter?. By Prof. Meshach Aziakpono Department of Economics, Rhodes University Prof. Philippe Burger Department of Economics, University of Free State And Prof. Stan du Plessis

512 views • 36 slides

The dynamics of poverty in Ethiopia : persistence, state dependence and transitory shocks

The dynamics of poverty in Ethiopia : persistence, state dependence and transitory shocks. By Abebe Shimeles, PHD. Organization of the presentation. Motivations (key research issues) Methodology Data Major Findings. 1. Motivation of the study.

548 views • 35 slides

April 2007

477 views • 34 slides

Training Programme in Econometrics

Training Programme in Econometrics. Paul Dunne. Introduction. Course on econometrics Applied economists emphasise hands on Problems with such courses different technical skill levels different practical skill levels Applied econometrics is an art not a science. Material. Technical

520 views • 30 slides

Lecture 4

610 views • 29 slides

Lemur Insurance Company Case Study in Operational Risk: The Elephant in the Room

596 views • 29 slides

Efficient Markets

533 views • 25 slides

607 views • 25 slides

FINANCIAL TIME-SERIES ECONOMETRICS

FINANCIAL TIME-SERIES ECONOMETRICS. Mar 2, 2002. SUN LI JIAN. INTRODUCTION. Empirical International Finance. Contents. 1. Models,Data and Process The nature of the econometric approach The Process of an econometric analysis 2. Applications of Financial Econometrics

920 views • 24 slides

Instrumental Variables & 2SLS

874 views • 21 slides

Autocorrelation

541 views • 19 slides

Analyzing Health Equity Using Household Survey Data

Analyzing Health Equity Using Household Survey Data. Lecture 8 Concentration Index. Can you compare the degree of inequality in child mortality across these countries?. Brazil is most unequal, but how do the rest compare?. Concentration index (CI).

362 views • 19 slides

Heteroskedasticity

Heteroskedasticity. Outline 1) What is it? 2) What are the consequences for our Least Squares estimator when we have heteroskedasticity 3) How do we test for heteroskedasticity? 4) How do we correct a model that has heteroskedasticity. What is Heteroskedasticity.

567 views • 19 slides

Testing for Unit Roots

555 views • 10 slides

Full example

Full example. Simple Regression. Data. Howell dataset Hassles Number of minor daily hassles reported during a month (measure of stress) Psychological symptomology. First descriptives. Ouch!. Pearson r = 0.61. Big difference!.

365 views • 9 slides