Slide 1The chi-squared test,, of independence (contingency tables) www.ibmaths.com Slide 2 The chi-squared test can be used to test for: independence or goodness of fit.…
Slide 1Econometric Modelling Slide 2 Introduction To examine some econometric results from various financial models To use the results to determine levels of significance…
Slide 1Autocorrelation Functions and ARIMA Modelling Slide 2 Introduction Define what stationarity is and why it is so important to Econometrics Describe the Autocorrelation…
Slide 1Dummy Variables Slide 2 Introduction Discuss the use of dummy variables in Financial Econometrics. Examine the issue of normality and the use of dummy variables to…
Slide 1Functional Form and Dynamic Models Slide 2 Introduction Discuss the importance of functional form Examine the Ramsey Reset Test for Functional Form Describe the use…
Slide 1Regression Analysis Slide 2 Introduction Derive the α and β Assess the use of the T-statistic Discuss the importance of the Gauss- Markov assumptions Describe the…
Slide 1Copyright (c) 2004 Brooks/Cole, a division of Thomson Learning, Inc. Chapter 14 Goodness-of-Fit Tests and Categorical Data Analysis Slide 2 Copyright (c) 2004 Brooks/Cole,…
Slide 1 Slide 2 The Normal Distribution Slide 3 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…