Engineering Econometrics

Engineering Econometrics

IIT Kharagpur July 2018 via YouTube Direct link

Lecture 48 : Time Series Modelling- Volatility Modelling (Contd.)

49 of 61

49 of 61

Lecture 48 : Time Series Modelling- Volatility Modelling (Contd.)

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Engineering Econometrics

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  1. 1 Engineering Econometrics by Prof. Rudra P Pradhan
  2. 2 Lecture 1 : Introduction to Engineering Econometrics
  3. 3 Lecture 2 : Introduction to Engineering Econometrics (Contd.)
  4. 4 Lecture 3 : Introduction to Engineering Econometrics (Contd.)
  5. 5 Lecture 4 : Introduction to Engineering Econometrics (Contd.)
  6. 6 Lecture 5 : Introduction to Engineering Econometrics (Contd.)
  7. 7 Lecture 6 : Exploring Data on Spreadsheets
  8. 8 Lecture 7 : Exploring Data on Spreadsheets (Contd.)
  9. 9 Lecture 8 : Exploring Data on Spreadsheets (Contd.)
  10. 10 Lecture 9 : Exploring Data on Spreadsheets (Contd.)
  11. 11 Lecture 10 : Exploring Data on Spreadsheets (Contd.)
  12. 12 Lecture 11 : Descriptive Econometrics
  13. 13 Lecture 12 : Descriptive Econometrics (Contd.)
  14. 14 Lecture 13 : Descriptive Econometrics (Contd.)
  15. 15 Lecture 14 : Descriptive Econometrics (Contd.)
  16. 16 Lecture 15 : Descriptive Econometrics (Contd.)
  17. 17 Lecture 16 : Linear Regression Modelling
  18. 18 Lecture 17 : Linear Regression Modelling (Contd.)
  19. 19 Lecture 18 : Linear Regression Modelling (Contd.)
  20. 20 Lecture 19 : Linear Regression Modelling (Contd.)
  21. 21 Lecture 20 : Linear Regression Modelling (Contd.)
  22. 22 Lecture 21 : Linear Regression Modelling (Contd.)
  23. 23 Lecture 22 : Linear Regression Modelling (Contd.)
  24. 24 Lecture 23 : Modelling Diagnostics
  25. 25 Lecture 24 : Modelling Diagnostics (Contd.)
  26. 26 Lecture 25 : Modelling Diagnostics (Contd.)
  27. 27 Lecture 26 : Multicolinearity problem (Contd.)
  28. 28 Lecture 27 : Autocorrelation problem
  29. 29 Lecture 28 : Autocorrelation problem (Contd.)
  30. 30 Lecture 29 : Heteroskedasticity problem
  31. 31 Lecture 30 : Heteroskedasticity problem (Contd.)
  32. 32 Lecture 31 : Model Specification- Choosing the Independent Variables
  33. 33 Lecture 32 : Model Specification- Choosing the Independent Variables (Contd.)
  34. 34 Lecture 33 : Non-Linear Regression Modelling- Dummy-Variable Regression Modelling
  35. 35 Lecture 34 : Non-Linear Regression Modelling- Interactive Regression Modelling
  36. 36 Lecture 35 :Non-Linear Regression Modelling- Polynomial (Curvilinear) Regression Model
  37. 37 Lecture 36 : Non-Linear Regression Modelling _Model Transformation
  38. 38 Lecture 37 : Extension of Dummy Regression Modelling
  39. 39 Lecture 38 : Extension of Dummy Regression Modelling- Dummy Independent Variable Modelling
  40. 40 Lecture 39 : Extension of Dummy Regression Modelling- Dummy Dependent Variable Modelling
  41. 41 Lecture 40 : Extension of Dummy Regression Modelling- Dummy Independent Variable Modelling
  42. 42 Lecture 41 : Time Series Modelling- Basics
  43. 43 Lecture 42 : Time Series Modelling- Trend Analysis
  44. 44 Lecture 43 : Time Series Modelling- Trend Analysis (Least Squares Method)
  45. 45 Lecture 44 : Time Series Modelling- Forecasting
  46. 46 Lecture 45 : Time Series Modelling- Stationarity
  47. 47 Lecture 46 : Time Series Modelling- Volatility Modelling
  48. 48 Lecture 47 : Time Series Modelling- Volatility Modelling (Contd.)
  49. 49 Lecture 48 : Time Series Modelling- Volatility Modelling (Contd.)
  50. 50 Lecture 49 : Time Series Modelling- Volatility Modelling (Contd.)
  51. 51 Lecture 50 : Time Series Modelling- Volatility Modelling (Contd.)
  52. 52 Lecture 51 : Time Series Modelling- VAR modelling
  53. 53 Lecture 52: Time Series Modelling- VAR modelling y
  54. 54 Lecture 53: Panel Data Modelling
  55. 55 Lecture 54 : Panel Data Modelling (Contd.)
  56. 56 Lecture 55 : Panel Data Modelling (Contd.)
  57. 57 Lecture 56 : Panel Data Modelling
  58. 58 Lecture 57 : Fitting Models to Data
  59. 59 Lecture 58 : Fitting Models to Data (Contd.)
  60. 60 Lecture 59 : Fitting Models to Data (Contd.)
  61. 61 Lecture 60 : Fitting Models to Data (Contd.)

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