Hello guys, Welcome to Africa's Largest Video Search Engine, and you are watching Autoregressive order 1 process - conditions for Stationary Covariance and Weak Dependence. and this video is uploaded by Ben Lambert at 2013-09-16T01:09:42-07:00. We are just promoting this video only for entertainment and educational purpose only. I hop you like our Video Search Engine. [jbT5MDzoRy0]
| Name | Autoregressive order 1 process - conditions for Stationary Covariance and Weak Dependence |
| Video Uploader | Video From Ben Lambert |
| Upload Date | This Video Uploaded At 16-09-2013 08:09:42 |
| Video Discription | This video explains the conditions which are necessary for an Autoregressive Order One process to have a constant covariance structure, and for it to be weakly dependent. Check out https://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: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti [jbT5MDzoRy0] |
| Category | Howto & Style |
| Tags | Autoregressive Model | Econometrics (Field Of Study) |
