Regression Modeling The following is a list of the variables in the database: FloorArea: square feet of floor space Offices: number of offices in the building Entrances: number of customer entrances Age: age of the building (years) Assessed Value: tax assessment value (thousands of dollars) Use the data to construct a model that predicts the […]
Estimate the Fama-French 3-factor model with GARCH(1,1) on the company stock return. Comment on the estimated result regarding the magnitude and significance of the model.
Econometrics report Tasks: Download the Excel files. Each of you will have a different set of data. Sheet 1 contains the monthly inflation rates of eleven countries. Sheet 2 the monthly historical price of S&P500 and other indices. Sheet 3 contains daily stock prices of eleven US companies, SMB and HML risk factor and US […]
Plot the constant value contours for π(π₯1, π₯2), and explain the magnitude of the error at various locations in the context of the problem.
(Part I) Problem 1: Graphing a bivariate function and its second order approximationUse R to graph a 3–d plot of the function π(π₯1, π₯2) = cosβ‘(π₯1π₯2) and its second order Taylor approximationβ(π₯1, π₯2) = 1 β π28 π₯1 2. Following are the requirements: i. [1 pt] Write an R function that produces the function π. […]