多元回归分析之序列相关.pptVIP

Intermediate Econometrics, Yan Shen Chapter Outline本章大纲 Properties of OLS with Serially Correlated errors 误差序列相关时OLS的性质 Testing for Serial Correlation 检验序列相关 Correcting for Serial Correlation with Strictly Exogenous Regressors 当自变量为严格外生时校正序列相关 Differencing and Serial Correlation 差分和序列相关 Heteroskedasticity in Time Series Regression 时间序列回归中的异方差性 Lecture Outline讲义大纲 What is serial correlation 什么是序列相关 Basic introduction of time series analysis 时间序列分析的基本介绍 Properties of OLS with Serially Correlated Errors 误差序列相关时OLS的性质 Testing for Serial Correlation 检验序列相关 What is