Residual Autocorrelation: Definitions and Tests 
Residual Autocorrelation: Definitions and Tests
by Reading / Chris Brooks
Video Lecture 11 of 22
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Date Added: January 5, 2017

Lecture Description

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:
www.cambridge.org/brooks3e

Course Index

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

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