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Results tagged with linear-model
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user 140501
Refers to any model where a random variable is related to one or more random variables by a function that is linear in a finite number of parameters.
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Testing calendar anomalies
I have time series of returns of some stock $X_1,X_2,...X_t$. I want to test if day of the week has some effect on returns. I am considering using the following regression (where $D_i$ are five dummy …
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