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上海财经大学经济学院高级计量经济学I课件Lecture 5 Heteroscedasticity and Serial Correlation
上海财经大学经济学院 高级计量经济学I 课件 Lecture 5 Heteroscedasticity Serial Correlation
2012/7/16
上海财经大学经济学院高级计量经济学I课件Lecture 5 Heteroscedasticity and Serial Correlation.
Serial Correlation and Serial Dependence
Serial correlation and serial dependence series econometrics linear regression model
2011/4/6
Serial correlation and serial dependence has been central to time series econometrics. The
existence of serial correlation complicates statistical inference of econometric models, and in time series ...
