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Index
00:00
1.
Autocorrelation
00:24
2.
Autocorrelation
03:25
3.
The Consequences on OLS
05:58
4.
Stationarity
11:45
5.
Auto-Regressive Model of Order 1-AR(1)
16:36
6.
Auto-Regressive Model of Order 1-AR(1)
19:59
7.
Testing for Autocorrelation
24:11
8.
Phillips Curve
25:42
9.
Estimating Philips Curve
26:33
10.
Durbin Watson Table (1) (5%)
27:32
11.
Durbin Watson Table (2) (5%)
27:34
12.
Durbin Watson Test
28:32
13.
GLS
31:47
14.
Another Look at Transformation
32:18
15.
GLS
32:49
16.
Another Look at Transformation
33:59
17.
What does P look like?
34:12
18.
Alternative Way
34:14
19.
What does P look like?
35:48
20.
Alternative Way
36:14
21.
Estimation Under AR(1)
36:15
22.
Alternative Way
37:12
23.
Estimation Under AR(1)
37:14
24.
Alternative Way
39:49
25.
Estimation Under AR(1)
42:44
26.
Hi-Lu Estimation
42:45
27.
Estimation Under AR(1)
43:17
28.
Hi-Lu Estimation
48:07
29.
The MLE
48:15
30.
The Information Matrix
48:20
31.
An Example of Static Phillips Curve
51:48
32.
Slide 22
53:26
33.
Slide 23
54:11
34.
Estimation Newey West
54:25
35.
Slide 23
54:32
36.
Estimation Newey West
54:54
37.
Hildreth-Lu (Hi-Lu)
56:20
38.
Cochrane Orcutt Estimation
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Professor:Windows 使用者
Date:2022-11-19
views: 3071
00:00
1.
Autocorrelation
00:24
2.
Autocorrelation
03:25
3.
The Consequences on OLS
05:58
4.
Stationarity
11:45
5.
Auto-Regressive Model of Order 1-AR(1)
16:36
6.
Auto-Regressive Model of Order 1-AR(1)
19:59
7.
Testing for Autocorrelation
24:11
8.
Phillips Curve
25:42
9.
Estimating Philips Curve
26:33
10.
Durbin Watson Table (1) (5%)
27:32
11.
Durbin Watson Table (2) (5%)
27:34
12.
Durbin Watson Test
28:32
13.
GLS
31:47
14.
Another Look at Transformation
32:18
15.
GLS
32:49
16.
Another Look at Transformation
33:59
17.
What does P look like?
34:12
18.
Alternative Way
34:14
19.
What does P look like?
35:48
20.
Alternative Way
36:14
21.
Estimation Under AR(1)
36:15
22.
Alternative Way
37:12
23.
Estimation Under AR(1)
37:14
24.
Alternative Way
39:49
25.
Estimation Under AR(1)
42:44
26.
Hi-Lu Estimation
42:45
27.
Estimation Under AR(1)
43:17
28.
Hi-Lu Estimation
48:07
29.
The MLE
48:15
30.
The Information Matrix
48:20
31.
An Example of Static Phillips Curve
51:48
32.
Slide 22
53:26
33.
Slide 23
54:11
34.
Estimation Newey West
54:25
35.
Slide 23
54:32
36.
Estimation Newey West
54:54
37.
Hildreth-Lu (Hi-Lu)
56:20
38.
Cochrane Orcutt Estimation
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Print date : 2025/02/18
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計量經濟學
acct-6-Autocorrelation
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Last Updated: 2022-11-19
Play Video: http://powercam.fju.edu.tw/media/10668
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Index
Comment
Details
00:00
1.
Autocorrelation
00:24
2.
Autocorrelation
03:25
3.
The Consequences on OLS
05:58
4.
Stationarity
11:45
5.
Auto-Regressive Model of Order 1-AR(1)
16:36
6.
Auto-Regressive Model of Order 1-AR(1)
19:59
7.
Testing for Autocorrelation
24:11
8.
Phillips Curve
25:42
9.
Estimating Philips Curve
26:33
10.
Durbin Watson Table (1) (5%)
27:32
11.
Durbin Watson Table (2) (5%)
27:34
12.
Durbin Watson Test
28:32
13.
GLS
31:47
14.
Another Look at Transformation
32:18
15.
GLS
32:49
16.
Another Look at Transformation
33:59
17.
What does P look like?
34:12
18.
Alternative Way
34:14
19.
What does P look like?
35:48
20.
Alternative Way
36:14
21.
Estimation Under AR(1)
36:15
22.
Alternative Way
37:12
23.
Estimation Under AR(1)
37:14
24.
Alternative Way
39:49
25.
Estimation Under AR(1)
42:44
26.
Hi-Lu Estimation
42:45
27.
Estimation Under AR(1)
43:17
28.
Hi-Lu Estimation
48:07
29.
The MLE
48:15
30.
The Information Matrix
48:20
31.
An Example of Static Phillips Curve
51:48
32.
Slide 22
53:26
33.
Slide 23
54:11
34.
Estimation Newey West
54:25
35.
Slide 23
54:32
36.
Estimation Newey West
54:54
37.
Hildreth-Lu (Hi-Lu)
56:20
38.
Cochrane Orcutt Estimation
Location
Media Center
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計量經濟學
Folder name
計量經濟學
Uploader
李阿乙
Branch
powercam.fju.edu.tw (root)
Created
2022-11-19 18:18:08
Last Updated
2022-11-19 18:32:06
Duration
57:09
Media Center
...
計量經濟學
1.
acct-11-VAR
2.
acct-10-Analysis of Non Stationary Time Series Data
3.
acct-9-Limited Dependent Variable
4.
acct-8-Discrete Choice Models-2
5.
acct-8-Discrete Choice Models-1
6.
acct-7-IV and SES
7.
acct-6-Autocorrelation
8.
acct-6-1-sure
9.
accr-5-heteroskedasticity
10.
acct-4-Large Sample Theory and MLE
11.
acct-3-Misspecification and Multicollinearity
12.
acct-2-multiple regression-3
13.
A Program to Introduce RATs
14.
acct-2-multiple regression-2
15.
acct-2-multiple regression-1
16.
acct-1-2-review of matrix theory and mutivariate statistics
17.
acct-1-1-review of statistics