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

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

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