计量经济学导论ch12.ppt

* * ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. ? 2013 Cengage Learning. All Rights Reserved. May not be scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. Chapter 12 Serial Correlation and Heteroscedasticity in Time Series Regressions Wooldridge: Introductory Econometrics: A Modern Approach, 5e Properties of OLS with serially correlated errors OLS still unbiased and consistent if errors are serially correlated Correctness of R-squa