A Random Walk - introduction and properties
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YouTubeBen Lambert
A Random Walk - introduction and properties
This video provides an introduction to Random Walk processes, and we start to derive the properties of such processes. This video provides a methodology for diagnosing whether a given series is AR(1) or MA(1). Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ for course materials, and information regarding updates on ...
190.7K viewsSep 16, 2013
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