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  • The video describes how to use a R code that gives you information about serial correlation in
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  • We demonstrate how to estimate a univariate AR(3) model and the equivalent ECM representation in OxMetrics, and we show ...
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Video for the Econometrics II course at University of Copenhagen (Dept. of Economics) Original slides by Heino Bohn Nielsen and ... Theory and code behind This video explains what is meant by In this video, we walk you through

All about unit roots and why they pose such a problem for us.

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