Displaying 1 result from an estimated 1 matches for "b2month8".
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b1month8
2007 May 28
1
linear model by month
...828 0.544809429
9 0.021296551 0.003795071 0.226875834
9 0.006741578 0.014104606 0.721986383
the model is:
ExcessReturn= a + b1*Return + b2*STO + u, u is the error term, a is the
intercept.
I would like to have monthly estimates of b1 and b2 using the least squares
estimation. (b1month8 and b2month8, b1month9 and b2month9).
Thank you for your help !
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