The seminar covers the simple and multiple regression models, with applications to the capital asset pricing model and arbitrage pricing theory. The statistical inference section deals with both prediction and hypothesis testing, for instance, of the efficient market hypothesis.

 

At the end of Intrinsic Value's training seminar in regression analysis the participant should be able to:

􀂅  Define Regression Analysis and the different types of regression. 

􀂅  Demonstrate Simple Linear Regression.

􀂅  Demonstrate Multiple Linear Regression.

􀂅  Discuss the evaluation of the Regression Model.

􀂅  Describe Confidence Intervals.

􀂅  Describe Hypothesis Testing.

􀂅  Demonstrate Significance Tests for the Regression Parameters.

􀂅  Demonstrate Significance Test for R-square.

􀂅  Describe Type I and Type II Errors.

􀂅  Demonstrate the concept of Prediction.

􀂅  Describe the OLS Assumptions and main breakdowns of them.

􀂅  Describe Random Walks and Mean Reversion.

􀂅  Describe Maximum Likelihood Estimation.