A full course in econometrics - undergraduate level - part 1 - Serial correlation testing - the Breusch-Godfrey test

This video explains how it is possible to adapt the t tests for serial correlation for the presence of endogenous regressors. This corrected test (when applied to testing the value of multiple regression coefficients) is known as the Breusch-Godfrey test. Check out https://ben-lambert.com/econometrics-course-problem-sets-and-data/ 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/1473916364/ref=pe_3140701_247401851_em_1p_0_ti