**Today:**

- Finsih Heteroskedasticity
- Begin Chapter 12 - Autocorrelation

**Next Time**:

- Continue Chapter 12 - Autocorrelation

**Video**:

« Homework 3 | Main | Material for Lecture 7 on Tuesday 1/25/11 »

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1. first part review video 5 the three Lagragian Multiplier test for heterosk(LM-test).

practice in eviews to do the LM-test model b and model C.

The key technique is by dividing the sigmahat, the heterosk model will be BLUE. You can also acheive this goal by simply clicking white test in eviews.

2. second part quickly introduces the assumptions for times series model to be BULE

a. times series also called serial correlation or autocorrelation

b. x are non-stochastic(means variables on the right handside are picked by experiment, not random)

c. ut and us are independent

d. u and x are uncorrelated

Posted by: Ji | Tuesday, August 07, 2012 at 09:02 PM