This video provides an introduction into testing for the presence of serial correlation/autocorrelation in econometrics. The t test for testing for AR(1) serially correlated errors is explained, along with the intuition behind it. Check out https://ben-lambert.com/econometrics-... 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/1...