RI - RF = αI + βI (RM - RF) + €I RI : return on stock I RM : return on market portfolio RF : risk free rate...
2266 Words | 34 Pages
this variable as show in the table below. We have made three tables for multiple regression analysis because of in diagram we...
414 Words | 4 Pages
ECON3050 – Econometrics II In-course Project Table of Contents Introduction 3 Literature Review 4 Analysis 5...
8604 Words | 55 Pages
028267 | Schwarz criterion | -4.542492 | Log likelihood | 153.4463 | Hannan-Quinn criter. | -4.645685 | F-statistic | 50.02766 |...
1216 Words | 7 Pages
hetroscedasticity. MODEL 1 (CAPM). At the first stage using the mutual fund we will run the CAPM regression and conduct appropriate tests of the CAPM....
2029 Words | 11 Pages
Test for autocorrelation of residuals (Durbin-Watson Test) dwstat Options: noconstant - suppress...
1247 Words | 7 Pages
on our research, it is apparent that those four variables have a significant influence on Consumer Price Index. Table of Contents...
7131 Words | 28 Pages
(T) is used when linear trends in the levels of the data are observed. The results of the unit root tests are reported in Table 4.1....
13585 Words | 66 Pages
deviation. I used Z table and I found that Z value is -0,85 and I use it to calculate standart deviation. Sx=...
1105 Words | 4 Pages
as the independent variable, X, an analysis is made below as table 1 via Excel. Standard Coefficients Error t value p value Intercept...
2116 Words | 14 Pages
Akaikeinfocriterion | 25.51460 | Sum squaredresid | 8.76E+11 | Schwarzcriterion | 25.60196 | Log likelihood | -1679.964 | F-statistic | 658.6346 |...
6633 Words | 24 Pages
TABLE OF CONTENTS ABSTRACTS iii I. Introduction 1 II. Literature Review 1 III. Model Specification 2 IV. Data Analysis...
5385 Words | 25 Pages
getting too stressful and that I couldn’t possibly finish it in time, they came to my aid and cheered me up. I really am very grateful to them....
10709 Words | 131 Pages
Submitted by Hemant 11309010 M.Sc Integrated 4th Year & 8th Sem Dept. of Economics School of Management Assignment 1. With given...
1358 Words | 19 Pages
Table of Contents Introduction 2 Motivation & Literature Review 2 Data & Methodology 2 Model specification 5 Multicollinearity Test 5 F test...
5231 Words | 19 Pages
0.539419 Std. Dev. 0.352849 0.564039 0.392800 Obs. 232 33 265 The companies with the founder as ceo has a higher mean value of q, but from this...
1095 Words | 9 Pages
extremely fit which might misguide the policy maker. Therefore unit root test stats weather data is non-stationary or not. Table 6.1 shows the...
7578 Words | 34 Pages
Durbin-Watson test A test that the residuals from a linear regression or multiple regression are independent. Method: Because...
1138 Words | 6 Pages
1.The following table gives data on imports, GDP and the Consumer Price Index(CPI) for the United states over the period 1970-1998. You are...
1906 Words | 10 Pages