I. CAPM-Capital Asset Pricing Model
1. Statistical characteristics of portfolio
- A portfolio is a bundle or a combination of individual assets or securities held by a given investor.
- The key statistical measures used for AN ASSET are expected returns a
n tp KTL
I. M hnh hi qui tuyn tnh?
II. Phng php c lng MH?
III. Gi thuyt OLS?
IV. Tnh cht cc c lng OLS?
V. Cc bi tp :
Bi tp 1: Hi qui chi tiu cho sc khe theo thu nhp, c kt qu hi qui sau:
Analysis of Variance:
Sum of squares
Tr ng i hc kinh t TPHCM
Khoa Ton - thng k
thi mn : kinh t l ng
90 pht Khng s dng ti li u
C u 1: Cho 1 mu gm cc s li u v doanh s bn ( Y tri u ng ) v gi bn ( X
ngn ng /kg) ca 1 m t hng .Gi s gi a Y v x c quan h t ng quan tuy n t nh .
a. H y c l ng m h nh Y
L ecturer in charge: Tran Thu Hien, Ph.D
Textbook: Introductory Econometrics: A Modern
A pproach (Wooldridge J.M., 2004)
Know how to set up e
conometric models corresponding to
real world economic problems
Know how to use S
In this lesson we take a look at Autocorrelation and try to answer the following questions:
1. What is the nature of autocorrelation?
2. What are the consequences of autocorrelation?
3. How to detect autocorrelation in an application.
4. How to remedy the
Th.S Lm Sn - Khoa C b n - H
Ngo i thng
1. Quy lu t Khng-M t: A(p)
1.1. nh ngha: Bi n ng u nhin r i r c X c b ng phn ph i xc su t
M T S QUY LU T
PHN PH I XC SU T
THNG D NG
c g i l tun theo lu t Khng-M t, K/h: X A(p )
1.2. Cc tham s c
Chng 7. Kim nh gi thuyt thng k
ng tr c m t t p h p s li u th ng k c, chng ta ph i c m t s nh n nh. Ch ng
h n, sau khi s n xu t m t lo t s n ph m, ta mu n quan tm xem cc s n ph m c t tiu
chu n k thu t khng? nng su t trung bnh c a cy tr ng theo hai phng ph
Th.S Lm Sn - Khoa C b n - H
Ngo i thng
1. Khi ni m
C L NG
nh ngha: Bi n ng u nhin X c a t ng th c
quy lu t phn ph i xc su t bi t nhng cha bi t
m t tham s no c a n. Bi ton xc nh gi
tr g n ng c a c g i l bi ton c l ng
tham s .
T t ng th l y
Bi gi ng Xc su t th ng k- Chng 5: Th ng k m t
Chng V: Thng k m t
I. Tng th
1. Khi nim
Ta hiu mt tng th (hay cn gi l mt m ng, mt tp hp chnh) l to n b cc
i tng m ta nghin cu, mi i tng c gi l mt phn t ca tng th v s cc
phn t n y c gi l kch thc ca tng th, k hi
Th.S Lm Sn Khoa C b n H Ngo i thng
H th ng bi t p Xc su t th ng k
BI T P CHNG 1
1. M t phn x ng c 3 my ho t ng. G i Ai l bi n c My th i b h ng. Vi t
bi u th c cc bi n c :
A= Ch c 1 my h ng
B = My 1, my 2 h ng, my th 3 khng h ng
C = C i my h ng
D = C t nh
02/17/2012 4:00PM ET
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71 MA If you were asked to send one thing representing your country to an international exhibition,
what would you choose? Why? Use specific reasons and details to explain your choice.
If I were asked to send one thing representing my country to an intern
61 AD Do you agree or disagree with the following statement? The most important aspect of a
job is the money a person earns. Use specific reasons and examples to support your answer.
Yes. Yes. Yes. The most important aspect of a job is the money a person
Do you agree or disagree with the following statement? Parents or other adult relatives should
make important decisions for their older (15 to 18 year-old) teenaged children. Use specific
reasons and examples to support your opinion.
No one knows me
31. It has recently been announced that a new high school may be built in your
neighborhood. Do you support or oppose this plan? Why? Use specific reasons and details in
I oppose having a new high school built in my neighborhood. Although I k
21 EX In general ,people are living longer now. Discuss the causes of this phenomenon.
Use specific reasons and details to develop your essay.
Today people are living to be much older than ever before. Some of the main reasons
for this are the improved he
11 Do you agree or disagree with the following statement? Universities should give the
same amount of money to their students' sports activities as they give to their university
libraries. Use specific reasons and examples to support your opinion.
1. People attend college or university for many different reasons (for example, new
experiences, career preparation, increased knowledge). Why do you think people attend
college or university? Use specific reasons and examples to support your answer.
The expression Never, never give up means to keep trying and never stop working for your
goals. Do you agree or disagree with this statement? Use specific reasons and examples to
support your answer.
If at first you dont succeed, try, try again. The
The early bird may get the worm;
but the late mouse gets the cheese
1. Purpose of the research
Since being students, we might have a few times late for school, especially in the
university environment where the lecture hall is so freedom th