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About WQU - Econometrics - Module2 - Compiled Content
This document contains content for Module 2 of an econometrics course, which focuses on linear models. It includes 3 lecture transcripts and 3 sets of supplementary notes covering key topics in linear regression models, including: 1) The assumptions of the standard linear model, such as the relationship being linear in parameters, no perfect multicollinearity, and exogeneity of explanatory variables. 2) Discussions of stationarity, unit root, homoscedasticity versus heteroscedasticity. 3) How to implement a basic algorithmic trading strategy using predictions from a linear model. Upon completing this module, students will be able to formulate and fit linear regression models and understand concepts like stationarity
Detailed Information
| Author: | ['Yumiko Huang'] |
|---|---|
| Publication Year: | 2020 |
| Pages: | 73 |
| Language: | English |
| Format: | |
| Price: | FREE |
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