Foundation Monograph No. 16. New York: John Wiley & Sons‚ Inc. Peirson‚ G‚ et al (2007)‚ ‘Chapter 7 Portfolio Theory and Asset Pricing’‚ Business Finance‚ 9th ed.‚ McGraw-Hill‚ Australia‚ p186-219 Sharpe‚ WF Verbeek‚ M.‚ (2008)‚ A Guide to Modern Econometrics‚ 3rd ed.‚ Chichester UK and New York‚ Wiley. Data Sources French‚ KR‚ (2009) ‘Country Portfolios formed on B/M‚ E/P‚ CE/P‚ and D/P [ex RBA‚ (2009) ‘Cash Rate - Overnight - Interbank - Securities and Interbank Overnight Cash Rate’ viewed 14th of
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Publisher: VJBooks Inc. Editor: Vijay Gupta Author: Vijay Gupta www.vgupta.com About the Author Vijay Gupta has taught statistics‚ econometrics‚ SPSS‚ LIMDEP‚ STATA‚ Excel‚ Word‚ Access‚ and SAS to graduate students at Georgetown University. A Georgetown University graduate with a Masters degree in economics‚ he has a vision of making the tools of econometrics and statistics easily accessible to professionals and graduate students. At the Georgetown Public Policy Institute he received rave reviews
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“The Philippines country case study” by Rhona B. Caoli-Rodriguez (2007). This paper reviews major policy reforms and programs implemented by the Philippine government in connection with its commitment to EFA 2015 Goals and the country’s progress towards attaining them. The review covers the period starting 2000‚ when the WEF was convened in Dakar‚ to the present. A backgrounder on the Philippine educational system is presented to contextualize subsequent discussions. The main part of this paper
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INTRODUCTORY ECONOMETRICS Lectures 1 & 2 Statistics for Econometrics POPULATION AND SAMPLE Population – the group of ALL people or objects that are under study Sample – a sub-set of the population Parameter – a numerical characteristic of a population 1. Population & Sample Means 2. Expected Values 3. Population & Sample Variances 4. Population & Sample Covariances 5. Population & Sample Correlation Coefficients 6. Estimators Statistic – a numerical characteristic of a sample
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ECONOMETRIC ANALYSIS. INDEX: - Introduction..................................................................................3 -Background....................................................................................8 -Empirical Analysis.........................................................................9 -Conclusion.....................................................................................31 -Bibliography.............................................................
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University of Hong Kong Introductory Econometrics (ECON0701)‚ Fall 2013 22 November 2013 Further Issues in Using OLS with Time Series Data • Last time‚ we discussed the assumptions necessary for OLS parameter estimates to be consistent in a time series context. • We also compared these assumptions with the assumptions necessary for OLS to be unbiased. • In general‚ the conditions are more restrictive for OLS to be unbiased than for OLS to be consistent‚ so in a time series context‚ it
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give a focused overview of the important dividend theories and identify the leading factors that determine the dividend behavior in the corporate financial management. Dividend behavior of Indian Banking Industry has been analyzed using various econometric techniques. It may be concluded that lagged dividend‚ PAT‚ interest are the most important factors affecting dividend decisions of the industry whereas capital expenditure is not. However‚ Target payout ratio of the industry has decreased to 44%
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Bufn758Q—Quantitative Investment Strategy Name & Student ID #:_____________________ Professor Wermers Spring 2010 Numeric Investors 1. Briefly discuss the two momentum strategies of Numeric Investors. First approach – Based on past changes in analysts’ estimates‚ where they would cluster their forecasts of company earnings‚ and would revise their earnings estimates incrementally instead of big jumps. This would force analysts to update their estimates and would make consensus estimates
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ISSUES IN ACCOUNTING EDUCATION Vol. 26‚ No. 1 2011 pp. 181–200 American Accounting Association DOI: 10.2308/iace.2011.26.1.181 A Case Study on Cost Estimation and Profitability Analysis at Continental Airlines Francisco J. Román ABSTRACT: This case exposes students to the application of regression analyses to be used as a tool pursuant to understanding cost behavior and forecasting future costs using publicly available data from Continental Airlines. Specifically‚ the case focuses on
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TABLE OF CONTENTS List of Tables i List of Figures iv Abstract v Key Terms ix CHAPTER-1 Introduction 1.1 Introduction to Dividends 1 1.2 A Short History of Dividend Policy 6 1.3 Dividend Policy 9 1.4 Economic Rationale to Dividends 12 1.5 Dividend Policy and its Linkages with other Financial Policies 15 1.6 Pure Vs Smoothed Residual Dividend Policy 16 1.7 Dividend Declaration Process 17 1.8 Alternative Forms of Dividends 18
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