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AG909 QUANTITATIVE METHODS FOR FINANCE
(OFFERED BY UNIVERSITY OF STRATHCLYDE)
SUMMARY OF
SIMPLE LINEAR REGRESSION
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, LIST OF TOPICS COVERED
(QUIZ INCLUDED):
• INTRODUCTION AND STRUCTURE OF THE EQUATIONS
• METHOD OF ORDINARY LEAST SQUARES (OLS)
• ASSUMPTIONS FOR THE STATISTICAL PROPERTIES OF
OLS ESTIMATORS
• MEASURE OF GOODNESS OF FIT
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