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标题: CFAI Mock exam afternoon session problem 40 [打印本页]

作者: AnalystAlan    时间: 2013-4-4 01:10     标题: CFAI Mock exam afternoon session problem 40

Hi,
I would appreciate if somebody can help me with 2010 CFAI mock exam afternoon session
problem 40.
I understand the calcualtion of the null hypothesis, however i have no clue how
they calcualted the standard error. I went through my notes, and i could not figure it out.
Usually the standard error is given in a problem.
Thanks
作者: fishmarket    时间: 2013-4-4 01:14

The standard error is calculated from the coefficient and the given t-statistic….just divide the coefficient by the t-stat and you get the standard error.




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