Serial Correlation - as a symptom of omitted variable bias
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Published at : 26 Oct 2020
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This video provides some insight as to how observed serial correlation in residuals can be symptomatic of the more serious issue of omitted variable bias. Check out
for course materials, and information regarding updates on each of the courses. Quite excitingly (for me at least), I am about to publish a whole series of new videos on Bayesian statistics on youtube. See here for information:
Accompanying this series, there will be a book:
omitted variable bias
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