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A full course in econometrics - undergraduate level - part 1 thumbnail

A full course in econometrics - undergraduate level - part 1

Video

by Ben Lambert

Tags
econometricsmathematicsordinary least squaresregressionyoutube playlist

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Build the foundations

Suggested foundations for financial time series. Specialist prerequisites vary by resource.

Before you read

  1. Stationarity and Unit Roots

    Check whether a relationship can be estimated consistently over time.

  2. Linear Regression

    Read the fitted relationship and its residuals.

Go further

  1. Cointegration and Error Correction

    Study long-run relationships without confusing them with correlation.

  2. Regression Assumptions and Diagnostics

    Check the assumptions behind reported estimates.

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Lesson links open public previews. Access to full lessons depends on the topic and your membership.

Explore Econometrics and Financial Time Series

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