Professor:Windows 使用者
Date:2022-11-19
views: 2825
  • 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
  • Index
  • Notes
  • Comment
  • Fullscreen
acct-6-Autocorrelation
Duration: 57:09, Browse: 2826, Last Updated: 2022-11-19
    • 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
    Folder name
    計量經濟學
    Author
    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