A study of the market for mortgage-backed securities included a regression analysis of security effects and time

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A study of the market for mortgage-backed securities included a regression analysis of security effects and time effects on market prices as dependent variable.

The sample size was 383 and the R2 was 94%. How good is this regression? Would you confidently predict market price based on security and time effects? Explain.

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Complete Business Statistics

ISBN: 9780077239695

7th Edition

Authors: Amir Aczel, Jayavel Sounderpandian

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