Dougherty: Introduction to Econometrics 3e
Chapter 12
- Assumptions for Model C: regressions with time series data
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- Assumption C.7
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- Autocorrelation
- (PPT 616 kB)
- Durbin-Watson test for AR(1) autocorrelation
- (PPT 200 kB)
- Eliminating AR(1) autocorrelation
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- Footnote: the Cochrane-Orcutt iterative process
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- Autocorrelation in a model with a lagged dependent variable
- (PPT 383 kB)
- Autocorrelation, partial Adjustment, and adaptive expectations
- (PPT 438 kB)
- Housing dynamics
- (PPT 308 kB)
- Common factor test
- (PPT 426 kB)
- Dynamic model specification
- (PPT 107 kB)
- Exercise 12.7: nonlinear relationship
- (PPT 124 kB)


