Echantillon 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 X1 6,25 3,81 5,65 5,78 2,92 4,82 5,84 5,13 4,13 5,21 7,32 6,52 4,71 4,59 5,13 4,26 4,07 3,83 4,38 4,74 X2 X3 X4 X5 4,35 5,3 6,44 4,63 5,19 4,49 5,51 4,41 4,88 6,68 6,42 6,98 4,15 3,99 5,86 6,27 5,48 5,07 4,75 4,73 3,01 5,59 5,02 5,37 4,3 4,69 3,82 5,21 5,02 5,35 4,03 4,9 5,16 5,85 6,11 7,12 4,91 4,01 4,45 5,75 3,96 2,75 5,69 4,6 5,51 5,34 5,47 4,51 5,06 6,22 5,99
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Table of Contents Chapter 1: INTRODUCTION 2 Chapter 2: THEORETICAL BASIS 3 Chapter 3: DATA COLLECTION 5 Chapter 4: EMPIRICAL MODEL AND HYPOTHESIS TESTS 7 Chapter 5: CONCLUSION 14 Chapter 1: INTRODUCTION Since the introduction of doi moi (renovation) economic reforms in 1986, Vietnam’s economy has been among the fastest growing economies
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Problem Set 1: Unbiased Estimator of the Error Variance This assignment will guide you through the derivations needed to determine what is a unbiased estimator of the error variance in the context of a univariate linear regression. This assignment may be quite challenging. Good Luck! Consider the univariate linear regression model yt = α + βxt + ut , t = 1, . . . , T. (1) where the regressors are non-stochastic (fixed) and the disturbances have zero mean and are uncorrelated and homoscedastic
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1 a) The graph of the probability distribution of X is shown below: 1 b) As the sum of the probabilities of all expectations equals to 1 (0.108+0.562+0.33+0=1), X is a random variable. 1 c&d)The expected value, variance and standard deviation of X are calculated as follows: Interest rate, xi (%) Probability, Pr Pr * xi(%) Pr * (xi-E(X))^2 1.75 0.000 0.0000 0.00000 2 0.330 0.6600 0.01248 2.25 0.562 1.2645 0.00173 2.5 0.108 0.2700 0.01008 Expected value of X, E(X) 2.1945
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Warren Buffett indicator Group 13 Members: Zerui Yang Qingjin Wa Szeyeung Chan Junping Zhang Introduction = ∗ Introduction 1. One factor model: S&P500~Market Cap/GDP 2. Four factor model: S&P500~Market Cap/GDP+Unemplyment rate +CPI+Gold Price 3. Three factor model S&P500~Market Cap/GDP +CPI+Gold Price 4. Tests • Normality • Non-linearity • Multicollinearity • Other diagnostic(leverage, outlier) 5. Benchmark • CAPM • FF 3 factor
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Econometric Analysis of the Daily Exchange Rate between the Dollar and the Yen By: Andrew Dupere Intro: The purpose of this model is to explain the variation in price of the USD/JPY currency pair by trying to understand how other financial markets such as stock indexes and other exchange rates affect the USD/JPY. I am personally interested in this study because I trade the USD/JPY along with many other individuals and institutions. An accurate model will provide insight how stock indexes affect
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Basic Econometrics Tools Correlation and Regression Analysis Christopher Grigoriou Executive MBA – HEC Lausanne 2007/2008 1 A collector of antique grandfather clocks wants to know if the price received for the clocks increases linearly with the age of the clocks. The following model: yi=a0 + a1*x1i + εi , where yi=Auction price of the clock i, x1i=Age of clock (years), A sample of 32 auction prices of grandfather clocks, along with their age, is given in the next table. Table 1- Auction
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Contribution of the Automotive Industry to the Economies of All Fifty States and the United States 3005 Boardwalk Drive Ann Arbor, MI 48108 www.cargroup.org January 2015 All statements, findings, and conclusions in this report are those of the authors and do not necessarily reflect those of the Alliance of Automobile Manufacturers. Contribution of the Automotive Industry to the Economies of All Fifty States
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iCHAPTER 1 TEACHING NOTES You have substantial latitude about what to emphasize in Chapter 1. I find it useful to talk about the economics of crime example (Example 1.1) and the wage example (Example 1.2) so that students see, at the outset, that econometrics is linked to economic reasoning, if not economic theory. I like to familiarize students with the important data structures that empirical economists use, focusing primarily on cross-sectional and time series data sets, as these are what I cover
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Econometric Reviews, 27(1–3):10–45, 2008 Copyright © Taylor & Francis Group, LLC ISSN: 0747-4938 print/1532-4168 online DOI: 10.1080/07474930701853509 REALIZED VOLATILITY: A REVIEW Michael McAleer1 and Marcelo C. Medeiros2 2 School of Economics and Commerce, University of Western Australia Department of Economics, Pontifical Catholic University of Rio de Janeiro, Rio de Janeiro, Brasil 1 Downloaded At: 15:53 5 September 2008 This article reviews the exciting and rapidly expanding
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