Read about econometrics | 4 Discussions | Page 1

  1. P

    I Autocorrelation Error Interpretation

    Hello, I have a question on Autocorrelation of OLS model. So I encountered a autocorrelation error, and use Cochrane - Orcutt Two-step Procedure(CORC) to fix it. And my OLS became GLS. And I have no idea how to interpret the coefficient on my initial X and Y with the new model. I mean something...
  2. Posty McPostface

    Prob/Stats Suggestions for a book regarding econometrics

    Hello, I am looking for any online supplemental courses to supplement my book reading of Introductory Econometrics 4e by Jeffrey M.Wooldridge. The book is rather terse and jumps around a lot between ideas presented a couple of pages back and forth. I was hoping if anyone knows a good...
  3. H

    Sampling Distribution Question

    I've added a screenshot ( and the text below for your convenience. Please show steps if possible to help my understanding. Thank you. Consider a random variable that is Normally distributed, with population mean mu = E [X] and population variance sigma^2 = var [X]...
  4. S

    I Subforum for quantitative and mathematical economics?

    Here I would like to take the opportunity to suggest the addition of a subforum for the purpose of discussing quantitative and mathematical economics. This idea came up after I posted in a few recent topics (1st topic, 2nd topic). I am also partially motivated by QuantEcon, a website pointed out...