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Time Series Econometrics

This class was created by Brainscape user George Reynolds. Visit their profile to learn more about the creator.

By: George Reynolds
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Decks in this class (12)

Introduction to Econometrics & Regression Basics
What is econometrics 1,
What is the simple linear regress...,
What is each component of the slr 3
23  cards
Hypothesis Testing & t-Tests
What is hypothesis testing 1,
What are the 2 types of hypothesis 2,
What is the general structure of ...
12  cards
F-Test & Model Significance
What is the f test 1,
What is the null hypothesis h0 in...,
What is the alternative hypothesi...
6  cards
Time-Series Basics
What is time series data 1,
What are lagged variables 2,
How are lags used 3
10  cards
Stationarity, AR(1) Models & Unit Root Tests
What is stationary 1,
Why does stationary matter 2,
What are the conditions for weak ...
17  cards
ADF & Order of Integration
What adf test 1,
What are the null and alternative...,
What is the test equation for the...
9  cards
Structural Breaks in Time Series
What is a structural break in a t...,
What is the chow test used for 2,
What does the qlr test do 3
6  cards
Heteroskedasticity & Serial Correlation
What is heteroskedasticity 1,
What is the breusch pagan test us...,
What is the null hypothesis in th...
7  cards
Forecasting & Forecast Evaluation
What is the difference between st...,
What is rmse and why is it useful 2,
What does a low mse indicate 3
8  cards
Forecast Intervals & Uncertainty
What is a forecast interval 1,
Why are forecast intervals wider ...,
What happens to forecast interval...
8  cards
First Differencing & Detrending
What is the difference between de...,
What is the purpose of first diff...
2  cards
Interpreting R Outputs
In adf output what result support...,
In regression output how do you t...,
In bp or bg test output what does...
5  cards

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Time Series Econometrics

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