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Dr. Evilnomics
เข้าร่วมเมื่อ 29 ม.ค. 2013
To share economics related content at undergraduate level.
Topic 05(C): Multicollinearity (Part 3)
This video explains the remedies for multicollinearity, including do nothing (it is best left adjusted, sometimes), drop a redundant variable and increase sample size (and its limitations).
มุมมอง: 6
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Topic 05(C): Multicollinearity (Part 2)
มุมมอง 44 ชั่วโมงที่ผ่านมา
This video explains the detection methods for multicollinearity - simple correlation coefficient (r) and variance inflation factors (VIFs). It also include how to perform correlation matrix and VIFs using EViews, and how to interpret the results.
Topic 05(C): Multicollinearity (Part 1)
มุมมอง 64 ชั่วโมงที่ผ่านมา
This video explains the definitions of perfect and imperfect multicollinearity, and its consequences.
Topic 05(B): Heteroskedasticity (Part 3)
มุมมอง 1019 ชั่วโมงที่ผ่านมา
This video explains three (3) remedies for heteroskedasticity - (i) Heteroskedasticity-Corrected Standard Error, (ii) Redefining the variables, and (iii) Weighted Least Squares (WLS).
Topic 05(B): Heteroskedasticity (Part 2)
มุมมอง 1121 ชั่วโมงที่ผ่านมา
This video explains the detection methods to detect heteroskedasticity, namely the Breusch-Bagan (BP) test and the White test. It also includes how to run/perform these tests in EViews.
Topic 05(B): Heteroskedasticity (Part 1)
มุมมอง 421 ชั่วโมงที่ผ่านมา
This video explains the definitions of pure and impure heteroskedasticity and its consequences.
Topic 05(A): Serial Correlation (Part 3)
มุมมอง 25วันที่ผ่านมา
This video explains the remedies for serial correlation (also known as autocorrelation), which included Generalized Least Square (GLS) and Newey West Standard Error (SE). It also shows the derivation of GLS model using a hypothetical model.
Topic 05(A): Serial Correlation (Part 2)
มุมมอง 2214 วันที่ผ่านมา
This video explains the detection methods for serial correlation, also known as autocorrelation. Two tests were introduced: (1) Durbin Watson (DW) Test, and (2) Lagrange Multiplier (LM) Test. It also includes how and where to find these tests in EViews.
Topic 05(A): Serial Correlation (Part 1)
มุมมอง 3014 วันที่ผ่านมา
This video explains pure vs. impure serial correlation, also known as autocorrelation, and its consequences.
Topic 04 Dummy Variables
มุมมอง 5428 วันที่ผ่านมา
This video explains about dummy variables as independent variables, how does it work, how to interpret the estimated coefficient for dummy variable, how to generate a dummy variable yourself, and how to avoid dummy variable trap.
Topic 03B Problems with Incorrect Functional Form & Ramsey RESET Test
มุมมอง 3028 วันที่ผ่านมา
This video explains the problems we might encounter when an incorrect functional form is applied, and how to perform Ramsey RESET test in EViews to check if there is misspecification in the estimated regression model.
Topic 03B Functional Forms
มุมมอง 4528 วันที่ผ่านมา
This video explains the importance of constant term in a model, what is a linear regression model, types of functional forms and how to interpret the estimated coefficient(s) in different types of functional forms.
Topic 03A Confidence Interval & F test
มุมมอง 4228 วันที่ผ่านมา
This video explains how to develop a confidence interval for an individual estimated coefficient and how to perform F-test by comparing F-statistic and critical value from F-distribution.
Topic 03A T tests and its limitations
มุมมอง 70หลายเดือนก่อน
This video explains all about t-tests and its limitations, from setting up the hypotheses to conclusion. It contains one-sided and two-sided test, how to look for critical values in t-distribution, how to make decision whether to reject or do not reject null hypothesis and finally the conclusion whether the estimated beta is statistically significant in explaining the dependent variable at a si...
Topic 03A Steps in Applied Regression Analysis
มุมมอง 46หลายเดือนก่อน
This video explains the steps in conducting a regression analysis. It also contains the process of empirical research, which is very similar to regression analysis.
Topic 02 EXTRA: How to Manually Generate Estimated Betas using Excel
มุมมอง 52หลายเดือนก่อน
Topic 02 EXTRA: How to Manually Generate Estimated Betas using Excel
Topic 02 Ordinary Least Square (OLS) - Part II
มุมมอง 71หลายเดือนก่อน
Topic 02 Ordinary Least Square (OLS) - Part II
Topic 02 Ordinary Least Square (OLS) - Part I
มุมมอง 93หลายเดือนก่อน
Topic 02 Ordinary Least Square (OLS) - Part I
Topic 02 The Seven (7) Classical Assumptions
มุมมอง 43หลายเดือนก่อน
Topic 02 The Seven (7) Classical Assumptions
Topic 02 The Sampling Distribution of Estimated Beta
มุมมอง 65หลายเดือนก่อน
Topic 02 The Sampling Distribution of Estimated Beta