Lecture Description
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:
www.cambridge.org/brooks3e
Course Index
- Simple Regression Analysis I
- Simple Regression Analysis II
- Hypothesis Testing I
- Hypothesis Testing II
- Hypothesis Testing III
- Calculation and Interpretion of t-ratios with Applications
- Multiple Hypothesis Tests using the F-distribution
- Goodness of Fit using R-squared
- Regression Application to Modelling Housing Rentals
- Classical Linear Regression Model
- Residual Autocorrelation: Definitions and Tests
- Residual Autocorrelation:Solutions
- Multicollinearity and Inappropriate Functional Form
- Residual Non-Normality
- Modelling Seasonal Patterns in Data
- Inappropriate Variable Selection
- Approaches to Building Econometric Models
- Econometrics Application: Modelling Sovereign Credit Ratings
- Problems with Non-Stationary Data
- How to Test for Non-Stationarity in Data
- Modelling Non-Stationary Variables using Co-integration
- Co-integration Analysis: Modelling Spot and Futures Prices
Course Description
This course comprises 22 videos 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