Variable: RMQG Dependent Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient -5.299928 7.471802 1.224135 -0.696999 1.391149 Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) elect one: t-Statistic Prob. -0.709324 0.4796 0.145467 8.415219 0.0000 0.400044 -1.742307 0.0842 1.265579 1.099220 -0.362148 0.206116 -1.757011 a. 1.54 Std. Error O b. 0.00 O c. 8.41 O d. 1.75 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 he above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), nd change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in ercentages (%). 0.2740 0.0816 What is the t-statistic for the nulll hypothesis that the coefficient of market return is equal to 1? 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017

Variable: RMQG Dependent Method: Least Squares Date: 06/30/20 Time: 16:55 Sample (adjusted): 2010M02 2019M12 Included observations: 119 after adjustments Coefficient -5.299928 7.471802 1.224135 -0.696999 1.391149 Variable с RORD INTEREST UNEMP RTWD R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) elect one: t-Statistic Prob. -0.709324 0.4796 0.145467 8.415219 0.0000 0.400044 -1.742307 0.0842 1.265579 1.099220 -0.362148 0.206116 -1.757011 a. 1.54 Std. Error O b. 0.00 O c. 8.41 O d. 1.75 0.426338 Mean dependent var 0.406210 S.D. dependent var 4.763334 Akaike info criterion 2586.586 Schwarz criterion -352.0524 Hannan-Quinn criter. 21.18086 Durbin-Watson stat 0.000000 he above is a regression output for a stock return of a bank (RMQG) against the market return (RORD), interest rate (INTEREST), unemployment rate (UNEMP), nd change in (trade-weighted) exchange rate (RTWD) of Australia using the monthly data from 2010 to 2019 (119 observations). All variables are expressed in ercentages (%). 0.2740 0.0816 What is the t-statistic for the nulll hypothesis that the coefficient of market return is equal to 1? 0.863578 6.181510 6.000881 6.117651 6.048298 1.892017

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

See similar textbooks

Similar questions

What is the maximum amount of time a person has to regain license statues once their license has expired without the necessity of having the re test? 6 months 12 months 15 months 24 months
Pls help ASAP (46)
None
Suppose the proportion P of people affected by a certain disease is described by ln (P/1-P) = 0.1t where t is the time in months. Find dP/dt, the rate at which P grows.
DQ1: Bailments: Discuss any bailment situations about which you have personal knowledge in which one or both parties breached its duties under the bailment agreement. How was the matter resolved? What damages were paid to the injured party to resolve the dispute?
EVA - Economic Value Analysis
To calculate the Consumer Price Index, the BLS surveys Multiple Choice all households in the United States. all households in one major city each month. over 10,000 households. between 100 and 500 households.
Exercise 3.13 —*** Challenging Question ✶✶✶. Two women, Anna and Bess, claim to be the legal owners of a diamond ring that - each claims - has great sentimental value. Neither of them can produce evidence of ownership and nobody else is staking a claim on the ring. Judge Sabio wants the ring to go to the legal owner, but he does not know which of the two women is in fact the legal owner. He decides to proceed as follows. First he announces a fine of $F > 0 and then asks Anna and Bess to play the following game. Move 1: Anna moves first. Either she gives up her claim to the ring (in which case Bess gets the ring, the game ends and nobody pays the fine) or she asserts her claim, in which case the game proceeds to Move 2. Move 2: Bess either accepts Anna's claim (in which case Anna gets the ring, the game ends and nobody pays the fine) or challenges her claim. In the latter case, Bess must put in a bid, call it B, and Anna must pay the fine of $F to Sabio. The game goes on to Move 3. Move…
If Mercedes builds cars in the United States, is their value counted in U.S. GNP?
2. (40 points) In their 1999 Applied Economics Letters paper, Zakir and Wunnava proposed the following specification in identifying the factors affecting infant mortality rates (IMR): IMR₁ = B₁+ B₁FERTILITY, + ß₂LNGNP; +ß¸LABOUR; + ßLABOUR² + B₂LITERACY, + BHEALTH; +ε₁ Where i=1,2,..., 117 (i.e., based on a cross-section of 117 countries) IMR = infant mortality rate-number of deaths before age 1 per 1000 live births FERTILITY = number of births per woman LNGNP = the natural logarithm of per capita GNP (note that GNP is measured in '000 of $s) LABOUR = percentage of women in the labor force LITERACY = female literacy rate HEALTH = expenditure on health care as percentage of GNP Following are their estimated regression results along with sample means (based on a cross-section of industrialized and third world countries for 1993). Mean of IMR: 44.983 Variable name Estimated t-ratio Mean coefficient FERTILITY 10.812 7.848 3.5556 LNGNP -6.998 -3.134 8.2585 LABOUR 4.135 3.359 40.051 LABOUR²…
Please refernece attachment. See image below.
12