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Consider 3 different least squares regressions A) IBM Return ~ Dell Return B) IBM Return ~ lagged(IBM Return) + Bitcoin Return + Apple Return C)
Consider 3 different least squares regressions
A) IBM Return ~ Dell Return B) IBM Return ~ lagged(IBM Return) + Bitcoin Return + Apple Return C) IBM Return ~ PCA from a correlation matrix of 30 stocks
How can a variable be regressed against itself? Explain how this works using 2 arguments.
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