So can you guys update “This is not so easy”'s schedule please? It would be very useful to see.
Thank you.
[quote=“TheLakeHouse”]
tickersu:
TheLakeHouse:
Page 349 - reading 10: in the footnote they say OLS standard errors need not to be underestimates of actual standard errors if negative serial correlation is present in the regression. I am a bit confused with “… need not to be underestimates…”. Does it mean “overestimated”? Yes, it could be overestimated or it could be underestimated. I’ve seen most people say negative serial correlation leads to overestimation with the typical OLS variance formulas, but this isn’t necessarily true. I can get you a decent source, if you’d like.
Thanks for your explanation ! I read somewhere in this forum that you are a quantitative analyst? No surprise why you know the materials this detailed ;).
Btw, how is the excel score sheet you mentioned earlier going?
No problem! Where did you read that (I’m actually not)? My background comes from courses I took at the university level as well as my former job (teaching/tutoring).
Eh, the excel sheet? I fell a little behind, but I’d still like to figure out how to make a public link to it!