'High r2' presentation slideshows

Week 3 September 15-19

Week 3 September 15-19. Five Mini-Lectures QMM 510 Fall 2014 . Chapter Contents 14.1 Time-Series Components 14.2 Trend Forecasting 14.3 Assessing Fit 14.4 Moving Averages 14.5 Exponential Smoothing 14.6 Seasonality 14.7 Index Numbers 14.8 Forecasting: Final Thoughts.

764 views • 57 slides

Lecture 08: Factor Pricing

Lecture 08: Factor Pricing. Prof. Markus K. Brunnermeier. Overview. Theory of Factor Pricing (APT) Merits of Factor Pricing Exact Factor Pricing and Factor Pricing Errors Factor Structure and Pricing Error Bounds Single Factor and Beta Pricing (and CAPM) (Factor) Mimicking Portfolios

1.23k views • 35 slides

A short introduction to applied econometrics Part B: Regression Analysis

A short introduction to applied econometrics Part B: Regression Analysis. presented by Dipl. Volkswirt Gerhard Kling. The basic concept of regressions. Aim: Identify partial impact of explanatory variable on dependent variable Coefficient=partial derivative

566 views • 26 slides

Econometric Determinants of Liquidity of the Bond Market: Case Study of South Africa

Econometric Determinants of Liquidity of the Bond Market: Case Study of South Africa. PRESENTATION. Introduction.

387 views • 24 slides

MultiCollinearity

MultiCollinearity. The Nature of the Problem. OLS requires that the e explanatory variables are independent of error term But they may not always be independent of each other . Multicollinearity : data on explanatory variables for sample are perfectly or highly correlated

302 views • 11 slides

187 views • 3 slides