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Econometrics for Finance

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Issue:

Business

 

Written by:

Ana S

 

Date added:

October 6, 2014

 

Level:

University

 

Grade:

A

 

No of pages / words:

9 / 2274

 

Was viewed:

3599 times

 

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Essay content:

All of the results in the report are obtained from EViews, which is useful for model-building and computing the econometric validity automatically. The company return data R43 was allocated to me consisting of 252 daily observations, the market return MRPI and 12 monthly dummy variables. Data Analysis 1) Estimated Equation: R43(t) = ? + ?*MRPI(t) From figure 1, the coefficient estimates are: ? = -0...
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All of the results in the report are obtained from EViews, which is useful for model-building and computing the econometric validity automatically. The company return data R43 was allocated to me consisting of 252 daily observations, the market return MRPI and 12 monthly dummy variables. Data Analysis 1) Estimated Equation: R43(t) = ? + ?*MRPI(t) From figure 1, the coefficient estimates are: ? = -0...
displayed 300 characters

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