Dougherty: Introduction to Econometrics 3e 
Data sets
Instructor's manualDougherty: 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
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- Durbin-Watson test for AR(1) autocorrelation
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- 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
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- Autocorrelation, partial Adjustment, and adaptive expectations
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- Housing dynamics
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- Common factor test
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- Dynamic model specification
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- Exercise 12.7: nonlinear relationship
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