Master of Science in Finance and Banking

CODING AND DATA ANALYSIS FOR FINANCE

Davide Erminio Pirino

Teaching material

Static Regressions

» 1. Introductory concepts, simple linear regression models and OLS estimators.
data inserimento: 2021-11-22 10:30:27

» 2. Simple linear regression: coefficient of determination (properties and interpretation), unbiasedness of OLS estimators.
data inserimento: 2022-07-05 12:59:31

» 3. Simple linear regression: unbiased estimator of the error variance, statistical inference and hypothesis testing.
data inserimento: 2021-11-30 10:51:04

» 4. The market beta of a stock. Recap of linear algebra. Multiple linear regression: OLS estimators. Dummy variables.
data inserimento: 2020-09-27 20:41:29

» 5. Unbiasedness of OLS, conditional variance-covariance matrix. Error variance unbiased est.
data inserimento: 2021-12-07 12:34:33

» 6. Distribution of the OLS estimators for multiple regressions, multicollinearity, multiple hypothesis testing: F-test.
data inserimento: 2021-12-07 12:34:08

» 7. Gauss-Markov Theorem. Testing for equal regressors. Maximum likelihood estimator, log-likelihood ratio test.
data inserimento: 2021-12-07 12:33:44

» 8. Non-nested models. Measurement errors and omitted variables. OLS asymptotics.
data inserimento: 2020-12-11 10:43:37