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00:00
1.
2-1 Misspecification of Regression Model
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06:14
2.
Possible Misspecification
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09:49
3.
Misspecification in Regression Model
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14:18
4.
Misspecification in Regression
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14:22
5.
Misspecification in Regression Model
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19:02
6.
Misspecification in Regression
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19:11
7.
Misspecification in Regression Model
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19:18
8.
Misspecification in Regression
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29:51
9.
Missing and Redundant Variables
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30:29
10.
Missing Variables
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32:05
11.
Missing Variables
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32:10
12.
No mis-specification
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33:06
13.
Missing Variables
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33:06
14.
No mis-specification
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33:07
15.
Which Variance Is Larger?
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33:11
16.
No mis-specification
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33:12
17.
Missing Variables
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33:45
18.
No mis-specification
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33:46
19.
Which Variance Is Larger?
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33:46
20.
Redundant Regressors
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33:47
21.
Conclusions
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41:57
22.
The Ramsey Test for Misspecification
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42:16
23.
The Ramsey Test for Misspecification
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48:24
24.
Any Thing Wrong Here?
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59:54
25.
Multicollinearity
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59:55
26.
Near Collinearity
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59:56
27.
Near Collinearity
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59:57
28.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:12:24
29.
Methods of Detection:
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1:12:25
30.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:12:26
31.
Near Collinearity
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1:12:26
32.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:12:27
33.
Methods of Detection:
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1:12:27
34.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K+𝜀
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1:15:32
35.
No Perfect Solution?
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1:15:33
36.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K+𝜀
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1:15:34
37.
Methods of Detection:
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1:15:34
38.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:15:35
39.
Near Collinearity
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1:15:41
40.
Near Collinearity
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1:15:44
41.
Multicollinearity
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1:15:47
42.
Near Collinearity
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1:20:07
43.
Near Collinearity
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1:20:08
44.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:20:09
45.
Methods of Detection:
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1:20:09
46.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:20:10
47.
Near Collinearity
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1:20:39
48.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:24:21
49.
Near Collinearity
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1:24:22
50.
Near Collinearity
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1:24:23
51.
Multicollinearity
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1:24:25
52.
Any Thing Wrong Here?
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1:24:26
53.
The Ramsey Test for Misspecification
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1:24:26
54.
Conclusions
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1:24:27
55.
The Ramsey Test for Misspecification
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1:24:27
56.
Any Thing Wrong Here?
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1:24:27
57.
Multicollinearity
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1:24:28
58.
Near Collinearity
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1:24:28
59.
Near Collinearity
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1:24:28
60.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:24:29
61.
Near Collinearity
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1:24:29
62.
Near Collinearity
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1:24:31
63.
Near Collinearity
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1:24:31
64.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:24:46
65.
Methods of Detection:
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1:25:01
66.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:25:10
67.
Methods of Detection:
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1:25:33
68.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:25:34
69.
Methods of Detection:
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1:25:35
70.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:25:36
71.
Near Collinearity
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1:25:36
72.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:25:37
73.
Methods of Detection:
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1:25:38
74.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K+𝜀
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1:25:54
75.
No Perfect Solution?
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1:25:55
76.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K+𝜀
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1:25:56
77.
Methods of Detection:
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1:27:06
78.
𝑌= 𝑏 0 + 𝑏 1 𝐿+ 𝑏 2 K
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1:27:06
79.
Near Collinearity
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1:27:07
80.
Near Collinearity
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1:27:07
81.
Multicollinearity
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1:27:08
82.
Any Thing Wrong Here?
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1:27:08
83.
The Ramsey Test for Misspecification
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1:27:09
84.
Conclusions
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1:27:10
85.
The Ramsey Test for Misspecification