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The classical linear regression model and diagnostics

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Reference no: EM13242751

Purpose: Testing assumptions under the Classical Linear Regression Model (CLRM) and diagnostics.

Task: Use the Fama-French 3-Factor model to run the following tests and alternative techniques to account for violations of the classical linear regression assumptions (CLRM) of the monthly returns of a portfolio of stocks consisting of an equal weighting of five stocks (Pfizer, Kraft Foods, AT&T, Home Depot, Du Pont). The data file used for this assignment is attached (port.dta).

Attachment:- Assignment.rar

Reference no: EM13242751

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