Introductory Econometrics for Finance (Brooks) Free Study Notes and Chapter Summaries
Free study notes and chapter summaries for Introductory Econometrics for Finance (Brooks). Available from chapters 3-6.
Chapter 3 - A Brief Overview of the Classical Linear Regression Model
Chapter 4 - Further Development and Analysis of the Classical Linear Model
Chapter 5 - Classical Linear Regression Model Assumptions and Diagnostic Tests
Chapter 6 - Univariate Time-Series Modelling and Forecasting