Sökning: "Cochrane Orcutt"

Hittade 3 uppsatser innehållade orden Cochrane Orcutt.

  1. 1. Assessing Macroeconomic factors' influence on the Swedish real estate company stock market - A multiple linear regression analysis

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Axel Löfman; Kay Jia; [2022]
    Nyckelord :multiple linear regression; regression analysis; applied mathematics; real estate; real estate stocks; economics; macroeconomics; multicollinearity; Durbin Watson; Cochrane Orcutt; multipel linjär regression; regressionsanalys; tillämpad matematik; fastighet; fastighetsaktier; fastighetsbolag; ekonomi; makroekonomi; multikollinearitet; Durbin Watson; Cochrane Orcutt;

    Sammanfattning : Investing in public real estate stocks can diversify a stock portfolio due to the nature of these companies. The industry is generally less sensitive to economic downturns and spikes in inflation are offset by increased real estate property and rent prices. LÄS MER

  3. 2. Determining Factors that Influence the Botswanian Pula and Their Respective Significance

    Kandidat-uppsats, KTH/Matematisk statistik

    Författare :Philip Lindgren; Rasmus Wicklund; [2018]
    Nyckelord :;

    Sammanfattning : In this study, the Botswanan currency Pula is analyzed and factors affecting the exchange rate between the Pula and the US Dollar are examined. Using a multiple linear regression analysis and the Cochrane-Orcutt transformation, an explanatory model is developed. LÄS MER

  4. 3. Statistisk tidsserieanalys av skillnader i partikelhalter mellan en korsning och en väglänk i Stockholm : En modellering av felterm med GARCH och Cochrane-Orcutt

    Kandidat-uppsats, Linköpings universitet/Institutionen för datavetenskap

    Författare :Eric Herwin; Albin Västerlund; [2017]
    Nyckelord :;

    Sammanfattning : In Sweden, the assumption is that there is no difference in particle halt between an intersection and a road link and this assumption is mentioned among government institutions. The intrest to investigate if statistical differences in particle halt between an intersection and a road link arises when enviromental questions concerning intersections has become more interesting. LÄS MER