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分享 Introductory Econometrics for Finance
accumulation 2015-3-11 11:01
Learning Outcomes In this chapter, you will learn how to ● Derive the OLS formulae for estimating parameters and their standard errors ● Explain the desirable properties that a good estimator should have ● Discuss the factors that affect the sizes of standard errors ● Test hypotheses using the test of significance and confidence interval approaches ● Interpret p-values ● Estimate regression models and test single hypotheses in EViews
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