This video explains what is meant by 'invertibility' in econometrics, as the condition allowing conversion of an MA(1) process to an AR(infinite lag) process.
Check out oxbridge-tutor.... for course materials, and information regarding updates on each of the courses. Check out ben-lambert.co... 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.co... Accompanying this series, there will be a book: www.amazon.co....
19 сен 2024
