Regression_Analysis[1]

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

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1 $ % BMAN30190 Empirical Finance Regression
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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.
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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.
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4 $ % Background relations linear relation; non-linear relation univariate relation; multivariate relation causal relation; non-causal relation cross-sectional relation; time-series relation
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5 $ % use graph to represent relations -A linear relation-
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6 $ % -A quadratic relation-
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7 $ % use functions to represent relations y = f ( x ) , y = f ( x,z ) y = a + bx y = ax 2 + bx + c
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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
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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.

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

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