Lagged unbiased constructs

This video explains what the is interpretation of lagged independent variables in an econometric model, and introduces the concept of a ‚lag distribution‘. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ 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: https://ben-lambert.com/bayesian/ Accompanying this series, there will be a book: https://www.amazon.co.uk/gp/product/1473916364/ref=pe_3140701_247401851_em_1p_0_ti

7 Antworten auf „Lagged unbiased constructs“

  1. Ben, thanks so much for posting these videos. I have an econometrics exam tomorrow and they are really helping me sort out a few last-minute queries!

  2. Hi Ben,
    I have a quick question… How do you compute the t-stat for the sum of the coeffs of a distributed lag as you have in your video..? .. (I do have the Standard Error of each coef.. (b0, b1, and b2)….Great videos by the way. 🙂

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