Chap II Univariate Time Series Analysis

Chap II Univariate Time Series Analysis - Univariate Time...

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Univariate Time Series Analysis Chap 9 in Koop’s IESEG 3 – Econometrics – H. Daher
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Time Series Properties
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Regression Model with Lagged Explanatory Variables
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Stock Prices on the NYSE (NYSE.XLS)
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Aside on logs
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Differencing
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Differencing
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The Autocorrelation Function
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The Autocorrelation Function
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The Autocorrelation Function
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The Autocorrelation Function
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Autocorrelation Intuition
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The Autoregressive Model
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Graphic Examples
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Graphic Examples
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Graphic Examples
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Nonstationarity Vs. Stationarity Time Series
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Ways of Thinking about Whether Y is Stationary or has a Unit Root
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More on the AR(1) Model
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