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Spurious regression
Автор: Ben Lambert
Загружено: 2013-09-11
Просмотров: 73901
Описание:
This video explains what is meant by spurious regression, and how this can come about as a result of the regression of non-stationary time series. Check out https://ben-lambert.com/econometrics-... 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: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1...
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