Week 14-15: Auto correlation
Autocorrelation and its causes, Time-series data and emergence of the problem with reference to economic theory, The AR (1) process, Consequences of Autocorrelation for OLS estimators, Detection of the problem and remedial measures in brief.
Course Material
- Week 1-2: Introduction to Econometrics
- Week 3-4: The Simple Two-Variables Regression Model
- Week 5-6: The Multiple Linear Regression Model (MLRM)
- Week 7-8: Deviation from the Classical Assumptions
- Week 9 : Mid Term Exam
- Week 10-11: Multicollinearity
- Week 12-13: Heteroskedasticity
- Week 14-15: Auto correlation
- Week 16-17: The Simultaneous Equations Models
- Week 18: Final Term Exam
- Chapters 10
- Department Economics
- Teacher
Dr. Rehmat Ullah Awan
