OLS Examples OLS Regression â¢ Problem

More documents

Recommendations

Info

Coding Sheet for Growth DataVariableReal GDP in country (1995 $US), 1963and 2003PossibleValuesReal dollarsSourceWorldDevelopmentIndicators(World Bank,2004)Mnemonicgdp63, gdp03Average annual growth in GDP Decimal values Calculated gPopulation in country, 1963 and 2003CountWorldDevelopmentIndicators(World Bank,2004)pop63, pop03Average annual growth in population Decimal values Calculated pPage 67Page 6834
.10Real GDP and PopulationAverage Annual Growth1963 - 2003Real GDP Average Annual Growth.08.06.04.02.00-.02.00 .01 .02 .03 .04Population Average Annual Growthby Country (n = 107)Page 69Highly insignificantTerrible R 2Page 7035
Page 1 and 2: OLS ExamplesPage 1•ProblemOLS Reg
Page 3 and 4: Note Meanand Std. Dev.of PRICES XXS
Page 5 and 6: Equation for Ŷ :Estimated Price =
Page 7 and 8: t c and p-valuesBoth Highly Signifi
Page 9 and 10: SST = ∑Note:2( Y - Y) = S = 25681
Page 11 and 12: Problem 1: CAPM•Problem- Estimate
Page 13 and 14: Problem 1: CAPMbeta Interpretation
Page 15 and 16: 60Excess Returns DistributionsStock
Page 17 and 18: 403020100Excess ReturnsCyclical Con
Page 19 and 20: Page 37Problem 1: CAPM• Interpret
Page 21 and 22: Page 41Page 4221
Page 23 and 24: Problem 2: Bank Wages•Problem- Fi
Page 25 and 26: 140000Distribution of CurrentYearly
Page 27 and 28: Problem 2: Bank Wages• Our model
Page 29 and 30: Other ExamplesProblem 3:Population
Page 31 and 32: Problem 3:Population and Economic G
Page 33: Problem 3:Population and Economic G

OLS Examples OLS Regression â¢ Problem

Create successful ePaper yourself

Delete template?

Save as template?

OLS Examples OLS Regression â¢ Problem