Video lectures
Video lectures
1: Simple Regression Analysis
2: The Assumptions Underlying the Classical Linear Regression Model
3: Hypothesis Testing
4: Hypothesis Testing – Some Further Issues
5: Multiple Regression
6: The t-ratio
7: Testing Multiple Hypotheses
8: Goodness of Fit Statistics
9: Hedonic Pricing Models and Tests of Non-nested Hypotheses
10: The Assumptions of the CLRM and Heteroscedasticity
11: Autocorrelation – Definitions and Testing
12: Autocorrelation – Solutions
13: The Problems of Multicollineartity and Inappropriate Functional Form
14: The Normality Assumption
15: Modelling Seasonality in Financial Markets
16: Using the Wrong Variables and Parameter Stability Tests
17: Approaches to Building Econometric Models
18: Determinants and Impacts of Sovereign Credit Ratings
19: Non-Stationary Data
20: Testing for Non-Stationarity
21: Cointegration
22: Modelling the Relationship between Spot and Futures Prices
