Regression with a Single Regressor (FRM Part 1 2023 – Book 2 – Chapter 7)
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5 سال پیش
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After completing this reading you should be able to:
- Calculate and interpret confidence intervals for regression coefficients.
- Interpret the p-value.
- Interpret hypothesis tests about regression coefficients.
- Evaluate the implications of homoskedasticity and heteroskedasticity.
- Determine the conditions under which the OLS is the best linear conditionally unbiased estimator.
- Explain the Gauss-Markov Theorem and its limitations, and alternatives to the OLS.
- Apply and interpret the t-statistic when the sample size is small.
AnalystPrep is a GARP-Approved Exam Preparation Provider for FRM Exams
After completing this reading you should be able to:
- Calculate and interpret confidence intervals for regression coefficients.
- Interpret the p-value.
- Interpret hypothesis tests about regression coefficients.
- Evaluate the implications of homoskedasticity and heteroskedasticity.
- Determine the conditions under which the OLS is the best linear conditionally unbiased estimator.
- Explain the Gauss-Markov Theorem and its limitations, and alternatives to the OLS.
- Apply and interpret the t-statistic when the sample size is small.
5 سال پیش
در تاریخ 1398/08/10 منتشر شده
است.
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