Predicting the stock market, Managerial Economics

Assignment Help:

In this question you will consider the impact on the building industry of the earthquake. Two construction and materials indices have been provided for the analysis.  If your family name begins with letters from A to L you will use the FTSE index and if your family name begins with letters from M to Z you will use the Dow Jones index.

(a) Estimate a market model using the construction and materials index in place of a share.  Include any extra variables required for the test(s) in part (c)

(b) Carry out error tests on your model and take any corrective measures that are required.

(c) Carry out one or more statistical tests to determine if the model has changed since the earthquake.

Note that if in this or the previous question you decide that your results are unreliable through problems that you could have fixed, you will receive very low marks indeed.


Related Discussions:- Predicting the stock market

Principles of an optimal tax system, PRINCIPLES OF AN OPTIMAL TAX  SYSTEM ...

PRINCIPLES OF AN OPTIMAL TAX  SYSTEM When taxes are imposed certain conditions must be fulfilled.  These conditions are known as Principles or canons of taxation. According to

Supply-side policies for unemployment, Supply-side policies Supply-sid...

Supply-side policies Supply-side policies are intended to increase the economy's potential rate of output  by increasing the supply of factor inputs, such as labour inputs and

Mathematical approach to revenue and cost functions, A MATHEMATICAL APPROAC...

A MATHEMATICAL APPROACH TO REVENUE AND COST FUNCTIONS Recall that TR = P x Q This implies that P(AR) = TR                                     Q For example, assuming

Marginal and average cost, In the city of Gelato the market for ice cream i...

In the city of Gelato the market for ice cream is perfectly competitive. Aggregate demand for ice cream is: where p is the price for one cone of ice cream. All ice cream pr

#sales maximisation theory, how realistic is the sales maximization model f...

how realistic is the sales maximization model from experience with business objectives as pursued by Zimbabwean firms

Calculate the marginal product of labor, The production function of a small...

The production function of a small shop that frames pictures is Q = 5 √ LK where Q is the number of pictures framed per day, L is labor hours and K is the machine hours.

Dumping - reason for protection, Dumping If goods are sold on a foreig...

Dumping If goods are sold on a foreign market below their cost of production this is referred to as dumping.  This may be undertaken either by a foreign monopolist, using high

Supplementary reserve, Supplementary Reserve, Requirements/Special Deposit ...

Supplementary Reserve, Requirements/Special Deposit If the Central Bank feels that there is too much money in circulation, it can in addition require commercial banks to mainta

Uses of indifference curve analysis, Uses of Indifference Curve Analysis ...

Uses of Indifference Curve Analysis Indifference curve analysis is useful when studying welfare economics as follows: They are used to indicate the amount of income and

Disposable income, Disposable Income This is the income which househol...

Disposable Income This is the income which households actually have available to spend or to save.  To calculate disposal income, which is indicated by Ya, the statistician mu

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd