市场微观结构定义:市场微观结构(Market Microstructure)是证券交易价格形成与发现的过程与运作机制( hara,1995)

《金融学》PPT电子讲义：商业银行的业务

一、政治经济学的性质; 二、政治经济学的研究对象; 三、政治经济学研究的出发点; 四、劳动过程的三个简单要素

Statistical inference draws conclusions about a population [i.e., probability density function(DF)] from random sample that has supposedly been drawn from that population

Multiple Regression Model: A regression model with more than one explanatory variable, multiple because multiple nfluences (i.e., variables)affect the dependent variable

11.1 The Nature of Heteroscedasticity Homoscedasticity: equal variance. Heteroscedasticity: unequal variance. Heteroscedasticity is usually found in cross-sectional data

One CLRM assumption is: The model used in empirical analysis is \correctly specified\

Dummy variables (also indicator variables; binary variables categorical variables; dichotomous variables.) Qualitative variables in regression model For example: sex, race, color, religion, nationalit y, marital status, etc

The Object of Hypothesis Testing To answer- How \good\ is the estimated regression line. How can we be sure that the estimated regression function (i.e., the SRF) is in fact a good estimator of the true PRF?

5.1 The Meaning of Regression Analysis 1.Regression analysisthe study of the relationship between one variable Y (the explained, or dependent variable) and one or more other variables X/Xs (explanatory, or independent variables)