课程: Data, Economic Modeling, and Forecasting with Stata
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Advanced topics
- There are a number of advanced topics in econometrics, and there isn't enough time to discuss them all in this course, but you should be aware that there can be problems in your data. And that there are other models and not just linear regressions. Let's talk about some of these different topics now. They include: multicollinearity, heteroskedasticity, skewdness, kurtosis, autocorrelation, error correlation, and other models. The first important topic is multicollinearity. This is when two independent variables explain in part or in total the same thing. For example, the Chinese Manufacturing KMI, in the aluminum price models was also a part of the global manufacturing number. That's why I didn't build any models that included both the Chinese manufacturing and the global manufacturing number as two separate independent variables because the Chinese data is part of that global data. That's multicollinearity, when…
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