Random walk with drift

Опубликовано: 02 Октябрь 2024
на канале: Ben Lambert
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This video introduces the concept of a, 'random walk with drift', and derives some of its properties. 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...