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Tutorial para la estimación de un modelo con presencia de autocorrelación en EasyReg

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  • Julio César Alonso

Abstract

Este documento presenta una breve introducción a tres pruebas de autocorrelación heteroscedasticidad (Durbin-Watson, Box-Pierce y la prueba de rachas) empleando el paquete econométrico gratuito EasyReg. Así mismo, se presenta la manera de corregir un modelo con autocorrelación de primer orden por medio de diferencias generalizadas empleando EasyReg. Este documento está dirigido principalmente a estudiantes de pregrado de un curso de econometría o cualquier lector con conocimientos básicos del modelo de regresión múltiple.

Suggested Citation

  • Julio César Alonso, 2008. "Tutorial para la estimación de un modelo con presencia de autocorrelación en EasyReg," Apuntes de Economía 9091, Universidad Icesi.
    • Handle: RePEc:col:000131:009091
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