Introductory Econometrics for Finance Lecture 12

This is the twelfth lecture in the series to accompany the book “Introductory Econometrics for Finance”. The videos build into a complete first course in econometrics with financial applications assuming no prior knowledge of the subject. You can buy the text and access other free resources at: https://www.cambridge.org/gb/academic... The twelfth lecture is the second of two covering the problem of residual autocorrelation, focusing on solutions, and links particularly with pages 189-207 of the fourth edition of the book.