全部版块 我的主页
论坛 金融投资论坛 六区 CFA、CVA、FRM等金融考证论坛
1647 1
2010-10-25
question 2:

under what circumstances could the explanatory power of regression analysis be overstated?
a. the explanatory variables are not correlated with one another
b.the variance of the error term decreases as the value of the dependent variable increases
c.the error term is normally distributed
d. an important explanatory variable is omitted that influences the explanatory variables included, and the dependent variable

answer: d

为什么不是b阿?


question 28:
for which of the following currencies would it be most appropriate to choose a lognormal interest rate model over a normal model?
a. USD
B.JPY
C.DEM
D.GBP
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

全部回复
2010-10-26 01:09:47
In Q2, choice b does not relate to what we say "heteroskedasticity", which describes some internal relation ships between independent, not dependent, variables and the error terms. As a result, choice b is not a that kind of modeling problem. That is my opinion.
In Q28,maybe you have to compare the R of the 4 countries and determine which one is tended to be negative, most often the country which has the lowest R,then that will be the best answer.
二维码

扫码加我 拉你入群

请注明:姓名-公司-职位

以便审核进群资格,未注明则拒绝

相关推荐
栏目导航
热门文章
推荐文章

说点什么

分享

扫码加好友,拉您进群
各岗位、行业、专业交流群