Autocorrelation an introduction @SpartacanUsuals

Uploaded November 2013 | Updated September 2026, 2 hours ago

This video provides an introduction to the concept of 'autocorrelation' (also called 'serial correlation'), and explains how it can arise in practice. There is also an explanation of the issues which this causes in econometric modelling. Check out ben-lambert.com/econometrics-course-problem-sets-and-data for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information: ben-lambert.com/bayesian Accompanying this series, there will be a book: amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti

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