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The Linear Regression Model for Time Series and the Method of Moments (MM) Estimator
Автор: Morten Nyboe Tabor
Загружено: 2016-09-10
Просмотров: 14453
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The video gives an introduction to the linear regression model for time series data. We discuss the identifying assumption of predeterminedness and how it implies a moment condition, which we use to derive the method of moments (MM) estimator.
The video is used in the teaching of the course Econometrics 2, which is part of the BA program in Economics at the University of Copenhagen.
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