Copyright © 2013 Pearson Education. All rights reserved. Chapter 4 Sampling Distributions and Data Descriptions.
The chi-squared test,, of independence (contingency tables) .
Econometric Modelling. Introduction To examine some econometric results from various financial models To use the results to determine levels of significance.
Autocorrelation Functions and ARIMA Modelling. Introduction Define what stationarity is and why it is so important to Econometrics Describe the Autocorrelation.
Dummy Variables. Introduction Discuss the use of dummy variables in Financial Econometrics. Examine the issue of normality and the use of dummy variables.
Functional Form and Dynamic Models. Introduction Discuss the importance of functional form Examine the Ramsey Reset Test for Functional Form Describe.
Regression Analysis. Introduction Derive the α and β Assess the use of the T-statistic Discuss the importance of the Gauss- Markov assumptions Describe.
MATH/ECON 108 Visiting Associate Prof Lisa Giddings Sampling and Hypothesis Testing.
Copyright (c) 2004 Brooks/Cole, a division of Thomson Learning, Inc. Chapter 14 Goodness-of-Fit Tests and Categorical Data Analysis.
The Normal Distribution PSYC 6130, PROF. J. ELDER 2 is the mean is the standard deviation The height of a normal density curve at any point x is given.
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