Regression_Analysis[1]

Regression_Analysis[1] - ' \$ 1 BMAN30190 Empirical Finance...

This preview shows pages 1–9. Sign up to view the full content.

1 \$ % BMAN30190 Empirical Finance Regression

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
2 \$ % You need the following background knowledge a solid ﬁnance background that should have been acquired in BMAN23000 or BMAN20072 and BMAN20081 (asset pricing, investment, corporate ﬁnance) a functional knowledge of statistics (descriptive statistics, probability, random variables, distribution, linear regression, statistical signiﬁcance) Please make up if you feel weak in some of these aspects.
3 \$ % Readings for OLS Regression D.R.Anderson,D.J.Sweeney and T.A.Williams, 2002 , Statistics for Business and Economics , chapters 14 and 15(recommended). or Similar topics can be found in any other introductory econometrics text (there are plenty of these). Griﬃths, W.E., R.C. Hill and G.C. Judge, 1993, Learning and Practising Econometrics , Wiley, chapters 9 and 10. Kennedy, P., 1998, A Guide to Econometrics 4th edition, MacGraw Hill, chapters 1, 2, 3 and 4. Maddala, G., 1992, Introduction to Econometrics 2nd edition, MacGraw Hill, chapter 4.

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
4 \$ % Background relations linear relation; non-linear relation univariate relation; multivariate relation causal relation; non-causal relation cross-sectional relation; time-series relation
5 \$ % use graph to represent relations -A linear relation-

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
6 \$ % -A quadratic relation-
7 \$ % use functions to represent relations y = f ( x ) , y = f ( x,z ) y = a + bx y = ax 2 + bx + c

This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document
8 \$ % A regression is used to estimate the functional form of a relation in ﬁnance, such relation can either be time-series or cross-sectional
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 04/10/2011 for the course BMAN 3200 taught by Professor Kei during the Spring '11 term at MD University College.

Page1 / 24

Regression_Analysis[1] - ' \$ 1 BMAN30190 Empirical Finance...

This preview shows document pages 1 - 9. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online