Introductory Econometrics for Finance

Video Lectures

Displaying all 22 video lectures.
Lecture 1
Simple Regression Analysis I
Play Video		 Simple Regression Analysis I
The 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 2
Simple Regression Analysis II
Play Video		 Simple Regression Analysis II
The 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 3
Hypothesis Testing I
Play Video		 Hypothesis Testing I
The 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 4
Hypothesis Testing II
Play Video		 Hypothesis Testing II
The 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 5
Hypothesis Testing III
Play Video		 Hypothesis Testing III
The 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 6
Calculation and Interpretion of t-ratios with Applications
Play Video		 Calculation and Interpretion of t-ratios with Applications
The 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 7
Multiple Hypothesis Tests using the F-distribution
Play Video		 Multiple Hypothesis Tests using the F-distribution
The 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 8
Goodness of Fit using R-squared
Play Video		 Goodness of Fit using R-squared
The 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 9
Regression Application to Modelling Housing Rentals
Play Video		 Regression Application to Modelling Housing Rentals
The 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 10
Classical Linear Regression Model
Play Video		 Classical Linear Regression Model
The 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 11
Residual Autocorrelation: Definitions and Tests
Play Video		 Residual Autocorrelation: Definitions and Tests
The 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 12
Residual Autocorrelation:Solutions
Play Video		 Residual Autocorrelation:Solutions
The 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 13
Multicollinearity and Inappropriate Functional Form
Play Video		 Multicollinearity and Inappropriate Functional Form
The 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 14
Residual Non-Normality
Play Video		 Residual Non-Normality
The 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 15
Modelling Seasonal Patterns in Data
Play Video		 Modelling Seasonal Patterns in Data
The 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 16
Inappropriate Variable Selection
Play Video		 Inappropriate Variable Selection
The 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 17
Approaches to Building Econometric Models
Play Video		 Approaches to Building Econometric Models
The 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 18
Econometrics Application: Modelling Sovereign Credit Ratings
Play Video		 Econometrics Application: Modelling Sovereign Credit Ratings
The 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 19
Problems with Non-Stationary Data
Play Video		 Problems with Non-Stationary Data
The 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 20
How to Test for Non-Stationarity in Data
Play Video		 How to Test for Non-Stationarity in Data
The 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 21
Modelling Non-Stationary Variables using Co-integration
Play Video		 Modelling Non-Stationary Variables using Co-integration
The 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 22
Co-integration Analysis: Modelling Spot and Futures Prices
Play Video		 Co-integration Analysis: Modelling Spot and Futures Prices
The 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