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How does the Test for Serial Correlation work? 

YUNIKARN
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This video comes with a TRIGGER WARNING! It contains mathematics, which some viewers might find distressing. I explain how the serial correlation test developed by Wooldridge (2002) can be derived. We cover the null hypothesis and related assumptions, iid distributed error terms, covariance and variance formulas. We also highlight linear operators and their properties. There is a little surprise at the end of the video!
All the material, including slides, data, and the Stata code, is available on GitHub (see Channel pages for a link).
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This course offers a complete introduction to Data Science. You do not have to have any background in statistics, mathematics or the use of software (Stata). We will cover a wide range of topics, including (1) Introduction to statistical models and Stata, (2) Exploring data, (3) Regression analysis, (4) Post estimation analysis, (5) Analysing panel data, (6) Binary choice models, (7) Model specification, and (8) Measuring the immeasurable: CFA (confirmatory factor analysis) and SEM (structural equation models). The academic version of this course was developed using the title “Analysing Qualitative and Quantitative Data” at SOAS University of London (2015-2019). A much more applied version was created for HMRC and delivered from 2012 to 2015. This version is a very applied and hands-on experience in data science - modified for RU-vid.
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YUNIKARN focuses on publishing educational content in applied statistics, mathematics, and data science. In these fields, programming skills have become essential. Hence, we cover various programming languages, including Python, Stata, and C++, to tackle problems and for fun.
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20 сен 2024

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Комментарии : 5   
@arks.5828
@arks.5828 Год назад
Thank you so much! Your explaination of this question is the best!
@YUNIKARN
@YUNIKARN Год назад
Glad it was helpful!
@YUNIKARN
@YUNIKARN Год назад
The full course is available for USD 3.59 here www.yunikarn.com/p/data-science-using-stata-complete-beginners-course, including datasets and Stata do files. The slides are available as an E-book (129 pages) gerhard-kling-s-school.teachable.com/p/my-downloadable-14033 - combined offer: USD 5.40.
@BrinderSadler
@BrinderSadler 3 месяца назад
😂😂 I think lots of people watch to the end ... but still nice to say hello to your mum! 🤣
@YUNIKARN
@YUNIKARN 3 месяца назад
This is the way. Watch to the end!
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