Hieu Nguyen – FIN 5309 Section 1 Assignment 1 2.3 Table 2.2 X=0 X=1 Total Y=0 0.15 0.07 0.22 Y=1 0.15 0.63 0.78 Total 0.30 0.70 1.00 With W = 3+6X and V = 20-7Y‚ we have: (W|X=0)=3 (W|X=1)=9 Total (V|Y=0)=20 0.15 0.07 0.22 (V|Y=1)=13 0.15 0.63 0.78 Total 0.30 0.70 1.00 a. E(W) = 3 x 0.3 + 9 x 0.7 = 7.2 E(V) = 20 x 0.22 + 13 x 0.78 = 14.54 b. = (3 – 7.2)2 x 0.3 + (9 - 7.2)2 x 0.7 = 7.56 = (20 – 14.54)2 x 0.22 + (13 – 14.54)2 x 0.78 = 8.4084 c. cov
Premium Statistical hypothesis testing Normal distribution Null hypothesis
1. a) reg sleep totwrk b) SLEEP = 3586.38 - 0.15*TOTWRK c) The estimate of B1‚ which is the average that people sleep who do not work in a week‚ is 3586.38 minutes . However‚ each minute that a person works per week‚ reduces sleeping in 0.15 minutes per week. 2. a) - average salary = 865.86 - average tenure = 7.95 b) 5 CEOs are in the first year as CEO c) shown in stata d) ln(SALARY) = 6.51 + 0.0097*CEOTEN e) Every additional year of a person as a CEO position improves the salary 0.97%
Premium Area Standard deviation Sales
RESEARCH My principal research interests lie in the field of conservation and impacts upon the South Wales economy. I am currently investigating the impact of tourism‚ government policy and demography on conservation for my PhD. Using the latest econometric modelling and e-factor analysis techniques. My future research plans are to build on the foundations of my PhD to further develop models and tools in conjunction with government bodies‚ environmental agencies and city financial modellers. I have
Premium Environmentalism Econometrics Ecology
Foundation Monograph No. 16. New York: John Wiley & Sons‚ Inc. Peirson‚ G‚ et al (2007)‚ ‘Chapter 7 Portfolio Theory and Asset Pricing’‚ Business Finance‚ 9th ed.‚ McGraw-Hill‚ Australia‚ p186-219 Sharpe‚ WF Verbeek‚ M.‚ (2008)‚ A Guide to Modern Econometrics‚ 3rd ed.‚ Chichester UK and New York‚ Wiley. Data Sources French‚ KR‚ (2009) ‘Country Portfolios formed on B/M‚ E/P‚ CE/P‚ and D/P [ex RBA‚ (2009) ‘Cash Rate - Overnight - Interbank - Securities and Interbank Overnight Cash Rate’ viewed 14th of
Premium
Answers to Selected Exercises For Principles of Econometrics‚ Fourth Edition R. CARTER HILL Louisiana State University WILLIAM E. GRIFFITHS University of Melbourne GUAY C. LIM University of Melbourne JOHN WILEY & SONS‚ INC New York / Chichester / Weinheim / Brisbane / Singapore / Toronto CONTENTS Answers for Selected Exercises in: Probability Primer 1 Chapter 2 The Simple Linear Regression Model 3 Chapter 3 Interval Estimation and Hypothesis Testing
Premium Regression analysis Statistical hypothesis testing Linear regression
Econometrics II Homework assignment 3 Ultimate due date: Tuesday‚ April 23 at 18:55 Part 1: Mutual Funds 1. Posted to my.nes.ru are monthly returns for 9 mutual funds. Accidentally‚ I have forgotten to match the fund names to the correct return data for 7 of these 9 mutual funds. Please run regressions of each of the 9 funds on the Fama-French three-factor model and make an educated guess regarding which fund goes with which data. Explain the reasoning behind your guess. In the list “HW_FundsAndReturns
Premium Mutual fund Stock market Stock market index
“Econometrics of Event Studies” S. P Khotari and Jerold B. Warner Forthcoming in B. Espen Eckbo (ed.)‚ Handbook of Corporate Finance: Empirical Corporate Finance‚ Volume A (Handbooks in Finance Series‚ Elsevier/North-Holland)‚ Ch. 1‚ 2006 Econometrics of Event Studies S.P. Kothari Sloan School of Management‚ MIT Jerold B. Warner William E. Simon Graduate School of Business Administration University of Rochester May 19‚ 2006 Key words: Event study‚ abnormal returns‚ short-horizon
Premium Statistical hypothesis testing Standard deviation Null hypothesis
2) Basic Ideas of Linear Regression: The Two-Variable Model In this chapter we introduced some fundamental ideas of regression analysis. Starting with the key concept of the population regression function (PRF)‚ we developed the concept of linear PRF. This book is primarily concerned with linear PRFs‚ that is‚ regressions that are linear in the parameters regardless of whether or not they are linear in the variables. We then introduced the idea of the stochastic PRF and discussed in detail the nature
Premium Regression analysis
Computer Exercises C1.2 Use the data in BWGHT.RAW to answer this question. . summ Variable | Obs Mean Std. Dev. Min Max -------------+-------------------------------------------------------------------------------- faminc | 1388 29.02666 18.73928 .5 65 cigtax | 1388 19.55295 7.795598 2 38 cigprice | 1388 130.559 10.24448 103.8 152.5 bwght
Premium Statistical hypothesis testing Regression analysis Variable
ECONMET C32 : Final Paper For this final paper‚ I was tasked to look at the Thailand’s time series data to examine the relationship between the Current Account Balance in USD as the dependent variable‚ and the average exchange rate‚ USD to 1 Thai Baht and Gross Fixed Capital Formation in Constant 2000 USD as the independent variables. i.) Data of the Current Account Balance in USD (Y)‚ and the average exchange rate‚ USD to 1 Thai Baht (X1) and Gross Fixed Capital Formation in Constant 2000
Premium Regression analysis