acct-6-Autocorrelation | 輔仁大學影音教材庫

索引

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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講者：Windows 使用者

日期：2022-11-19

觀看: 3040

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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acct-6-Autocorrelation

長度: 57:09, 瀏覽: 3041, 最近修訂: 2022-11-19

上一篇下一篇

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

位置

資料夾名稱

計量經濟學

發表人

李阿乙

單位

powercam.fju.edu.tw (root)

建立

2022-11-19 18:18:08

最近修訂

2022-11-19 18:32:06

長度

57:09