# Introductory Econometrics for Finance

## Video Lectures

Displaying all 22 video lectures.

Lecture 1Play Video |
Simple Regression Analysis IThe first lecture covers simple regression analysis and links with pages 75-90 of the third edition of the book. This is the first lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 2Play Video |
Simple Regression Analysis IIThe second lecture covers simple regression analysis and links particularly with pages 90-98 of the third edition of the book. This is the second lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 3Play Video |
Hypothesis Testing IThe third lecture is the first to cover hypothesis testing and links particularly with pages 98-111 of the third edition of the book. This is the third lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 4Play Video |
Hypothesis Testing IIThe fourth lecture continues from the previous one to discuss further issues on hypothesis testing and links particularly with pages 121-127 of the third edition of the book. This is the fourth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 5Play Video |
Hypothesis Testing IIIThe fifth lecture is the first to cover hypothesis testing and links particularly with pages 134-139 of the third edition of the book. This is the fifth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 6Play Video |
Calculation and Interpretion of t-ratios with ApplicationsThe sixth lecture focuses on calculating and interpreting t-ratios with applications and links particularly with pages 111-115 of the third edition of the book. This is the sixth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 7Play Video |
Multiple Hypothesis Tests using the F-distributionThe seventh lecture focuses on conducting multiple hypothesis tests using the F-distribution and links particularly with pages 139-151 of the third edition of the book. This is the seventh lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 8Play Video |
Goodness of Fit using R-squaredThe eighth lecture focuses on measuring goodness of fit using R-squared and links particularly with pages 151-156 of the third edition of the book. This is the eighth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 9Play Video |
Regression Application to Modelling Housing RentalsThe ninth lecture focuses an application of regression to modelling housing rentals as a function of their characteristics and links particularly with pages 156-161 of the third edition of the book. This is the ninth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 10Play Video |
Classical Linear Regression ModelThe tenth lecture returns to the assumptions of the classical linear regression model and discusses them in further detail, linking in particular with pages 179-188 of the third edition of the book. This is the tenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 11Play Video |
Residual Autocorrelation: Definitions and TestsThe eleventh lecture is the first of two covering the problem of residual autocorrelation, focusing on definitions and testing, and links particularly with pages 188-199 of the third edition of the book. This is the eleventh lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 12Play Video |
Residual Autocorrelation:SolutionsThe twelfth lecture is the second of two covering the problem of residual autocorrelation, focusing on solutions, and links particularly with pages 199-208 of the third edition of the book. This is the twelfth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 13Play Video |
Multicollinearity and Inappropriate Functional FormThe thirteenth lecture examines the problems of multicollinearity and of inappropriate functional form, linking in particular with pages 217-224 of the third edition of the book. This is the thirteenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 14Play Video |
Residual Non-NormalityThe fourteenth lecture examines the problems of residual non-normality, linking in particular with pages 209-217 of the third edition of the book. This is the fourteenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 15Play Video |
Modelling Seasonal Patterns in DataThe fifteenth lecture focuses on modelling seasonal patterns in data, linking in particular with pages 490-500 of the third edition of the book. This is the fifteenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 16Play Video |
Inappropriate Variable SelectionThe sixteenth lecture examines the problems of inappropriate variable selection, linking in particular with pages 224-235 of the third edition of the book. This is the sixteenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 17Play Video |
Approaches to Building Econometric ModelsThe seventeenth lecture discusses styled approaches to building econometric models, linking in particular with pages 238-240 of the third edition of the book. This is the seventeenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 18Play Video |
Econometrics Application: Modelling Sovereign Credit RatingsThe eighteenth lecture focuses on an application of financial econometrics to modelling sovereign credit ratings, linking in particular with pages 240-248 of the third edition of the book. This is the eighteenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 19Play Video |
Problems with Non-Stationary DataThe nineteenth lecture examines the problems that may be encountered when using non-stationary data, linking in particular with pages 353-361 of the third edition of the book. This is the nineteenth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 20Play Video |
How to Test for Non-Stationarity in DataThe twentieth lecture discusses how to test for non-stationarity in data, linking in particular with pages 361-373 of the third edition of the book. This is the twentieth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 21Play Video |
Modelling Non-Stationary Variables using Co-integrationThe twenty-first lecture discusses modelling non-stationary variables using cointegration, linking in particular with pages 373-380 of the third edition of the book. This is the twenty-first lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |

Lecture 22Play Video |
Co-integration Analysis: Modelling Spot and Futures PricesThe twenty-first and final lecture discusses an application of co-integration analysis to modelling the relationship between spot and futures prices, linking in particular with pages 380-386 of the third edition of the book. This is the twenty-second and final lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: http://www.cambridge.org/brooks3e |