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Applied Financial Econometrics

This class was created by Brainscape user Andreas Pfeiffer. Visit their profile to learn more about the creator.

By: Andreas Pfeiffer
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Decks in this class (6)

CHAPTER 1 (INTRODUCTION)
Outline steps in formulating an e...,
Types of data structure,
Continuous vs discrete data
13  cards
Lecture 2 (Chapter 3 in book)
Regression define regression and ...,
Describe the steps of a simple re...,
Statistical inference yt 203 0509...
6  cards
Lecture 3 (Chapter 4 in book)
Explain what an f test is,
F test suppose a researcher wants...,
What is goodness of fit
8  cards
Lecture 4 (Chapter 5)
What are the five assumptions und...,
What happens if one or more of th...,
Variance ut
16  cards
Lecture 5 (Chapter 5.6-)
What does the assumption cov ut x...,
What is endogeneity,
What is multicollinearity
19  cards
Lecture 7
Taking the natural logarithm is t...,
Please describe the autocorrelati...,
What are univariate time series m...
8  cards

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Applied Financial Econometrics

  • Class purpose General learning

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