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Test for
Serial Correlation
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Correlated Data
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LM
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This video explains what is meant by serial correlation, and how it can lead estimators to be inefficient. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ 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 ...
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