: Violations of Assumptions (Multicollinearity, Heteroskedasticity, Autocorrelation).
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: ARIMA, ARCH-GARCH, VAR models, unit root tests, cointegration, and non-stationary panels. : Violations of Assumptions (Multicollinearity
Fundamentals of data handling and the structure of economic data (cross-sectional, time series, and panel data). Classical Linear Regression Model (CLRM): unit root tests