Documents Christopher Dougherty EC220 - Introduction to econometrics (chapter 12) Slideshow: consequences of.....

Slide 1Christopher Dougherty EC220 - Introduction to econometrics (chapter 12) Slideshow: consequences of autocorrelation Original citation: Dougherty, C. (2012) EC220 -…

Data & Analytics 2013.06.17 Time Series Analysis Workshop ..Applications in Physiology, Climate Change and Finance,.....

1. Linear stochastic processes Linear time series (stochastic process) t i t i i X Z    …