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frmnotes多变量回归的一个问题 新手求助!
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frm part I notes
book2 page185
书中讲到Examples of Misspecification of functional form:
举例:
The correct specification of the model is as follows:
R=b0+b2*B+b2*lnM+b3*lnPB+b4*FF+residual
...
2013-10-6 08:25 - mmff008 - CFA、CVA、FRM等金融考证论坛