Autocorrelation in economics
Chapter 10
Problems 10.10, 10.12, 10.13, and 10.17
- Describe a situation in which autocorrelation might be present and which of the three methods of detecting autocorrelation you would leverage. Explain your rationale.
- Describe what remedial measure you would take to address autocorrelation if it were found. Provide examples to support your response.
-
gujarati_-_essentials_of_econometrics_4ed.pdf