-
00:00
1.
Autocorrelation
-
00:24
2.
Autocorrelation
-
03:25
3.
The Consequences on OLS
-
05:58
4.
Stationarity
-
11:45
5.
Auto-Regressive Model of Order 1-AR(1)
-
16:36
6.
Auto-Regressive Model of Order 1-AR(1)
-
19:59
7.
Testing for Autocorrelation
-
24:11
8.
Phillips Curve
-
25:42
9.
Estimating Philips Curve
-
26:33
10.
Durbin Watson Table (1) (5%)
-
27:32
11.
Durbin Watson Table (2) (5%)
-
27:34
12.
Durbin Watson Test
-
28:32
13.
GLS
-
31:47
14.
Another Look at Transformation
-
32:18
15.
GLS
-
32:49
16.
Another Look at Transformation
-
33:59
17.
What does P look like?
-
34:12
18.
Alternative Way
-
34:14
19.
What does P look like?
-
35:48
20.
Alternative Way
-
36:14
21.
Estimation Under AR(1)
-
36:15
22.
Alternative Way
-
37:12
23.
Estimation Under AR(1)
-
37:14
24.
Alternative Way
-
39:49
25.
Estimation Under AR(1)
-
42:44
26.
Hi-Lu Estimation
-
42:45
27.
Estimation Under AR(1)
-
43:17
28.
Hi-Lu Estimation
-
48:07
29.
The MLE
-
48:15
30.
The Information Matrix
-
48:20
31.
An Example of Static Phillips Curve
-
51:48
32.
Slide 22
-
53:26
33.
Slide 23
-
54:11
34.
Estimation Newey West
-
54:25
35.
Slide 23
-
54:32
36.
Estimation Newey West
-
54:54
37.
Hildreth-Lu (Hi-Lu)
-
56:20
38.
Cochrane Orcutt Estimation
-
00:00
1.
Autocorrelation
-
00:24
2.
Autocorrelation
-
03:25
3.
The Consequences on OLS
-
05:58
4.
Stationarity
-
11:45
5.
Auto-Regressive Model of Order 1-AR(1)
-
16:36
6.
Auto-Regressive Model of Order 1-AR(1)
-
19:59
7.
Testing for Autocorrelation
-
24:11
8.
Phillips Curve
-
25:42
9.
Estimating Philips Curve
-
26:33
10.
Durbin Watson Table (1) (5%)
-
27:32
11.
Durbin Watson Table (2) (5%)
-
27:34
12.
Durbin Watson Test
-
28:32
13.
GLS
-
31:47
14.
Another Look at Transformation
-
32:18
15.
GLS
-
32:49
16.
Another Look at Transformation
-
33:59
17.
What does P look like?
-
34:12
18.
Alternative Way
-
34:14
19.
What does P look like?
-
35:48
20.
Alternative Way
-
36:14
21.
Estimation Under AR(1)
-
36:15
22.
Alternative Way
-
37:12
23.
Estimation Under AR(1)
-
37:14
24.
Alternative Way
-
39:49
25.
Estimation Under AR(1)
-
42:44
26.
Hi-Lu Estimation
-
42:45
27.
Estimation Under AR(1)
-
43:17
28.
Hi-Lu Estimation
-
48:07
29.
The MLE
-
48:15
30.
The Information Matrix
-
48:20
31.
An Example of Static Phillips Curve
-
51:48
32.
Slide 22
-
53:26
33.
Slide 23
-
54:11
34.
Estimation Newey West
-
54:25
35.
Slide 23
-
54:32
36.
Estimation Newey West
-
54:54
37.
Hildreth-Lu (Hi-Lu)
-
56:20
38.
Cochrane Orcutt Estimation
- 位置
-
- 資料夾名稱
- 計量理論
- 發表人
- 李阿乙
- 單位
- powercam.fju.edu.tw (root)
- 建立
- 2022-11-19 18:16:43
- 最近修訂
- 2022-11-19 18:30:39
- 長度
- 57:09