OLS Estimation (Video 3 of 7 in the gretl Instructional Video Series)

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  • čas přidán 30. 07. 2024
  • The gretl Instructional Video Series consists of seven videos that instruct and demonstrate how to use gretl to apply econometric techniques. The videos are designed to be 'hands on' and will be the most effective if the students follow and actively participate using gretl on their own computer while watching the video. The videos can be used for individual study or for in-class presentation.
    The learning objectives for Video 3 include the following: OLS estimation, confidence intervals for coefficient estimates, and joint significance tests.
    The data files used in this video can be downloaded from www.janellemann.com/uploads/8/...
    Citation: Mann, J. and V. Bindal. (2011, September 1). OLS Estimation - Video 3 of 7 in the gretl Instructional Video Series. Retrieved from • OLS Estimation (Video ...
    It is important note that the videos are not designed to teach econometric theory and techniques, rather they apply the econometric theory and techniques learned in class.

Komentáře • 9

  • @jayw4081
    @jayw4081 Před 5 lety

    Thank you sooooooooooo much

  • @keirra041288
    @keirra041288 Před 3 lety

    Thank you!!

  • @danboaks5327
    @danboaks5327 Před 3 lety

    Thank you a lot

  • @sharpaquos2806
    @sharpaquos2806 Před 3 lety +1

    why should the p-value indicates that at a 5% level of significance ?

  • @hayhacker55
    @hayhacker55 Před 4 lety +1

    Thank you so much, im a PhD student and this helped me a lot .
    can i only use the f test in OLS to say that whether my module is significant or not?

  • @mikefasole
    @mikefasole Před 7 lety +2

    Can you please clarify what I'm looking for when I'm testing for Breusch-Godfrey Test of autocorrelation

    • @JanelleMann
      @JanelleMann  Před 7 lety +3

      Hello MIke - The Breusch-Godfrey test is a Lagrange multiplier test and is based on the R^2 of an auxiliary regression. The null hypothesis is no autocorrelation of order p with p being the number of lagged residuals in the auxiliary regression.

  • @user-tv8jd9lg7o
    @user-tv8jd9lg7o Před 6 měsíci

    Thank you

  • @TheExceptionalState
    @TheExceptionalState Před 4 lety

    Just to out do Jay. Thank you sooooooooooooooooooooooooooooo much.