Question
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
Which regression uses transformations other than returns? Give 1 reason.
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Precalculus, Enhanced WebAssign Edition
Authors: James Stewart
6th Edition
1285499948, 9781285499949
