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Durbin-Watson test說明 @ Quantitative Investment Analysis

確定analystnotes的部分文字來自於


這本書的基本資料是

書名Quantitative Investment Analysis
CFA Institute Investment Series第 2 卷作者Richard A. DeFusco, CFADennis W. McLeavey, CFAJerald E. Pinto, CFADavid E. Runkle, CFA著作人Mark J. P. Anson, PhD, CFA版本2出版者John Wiley & Sons, 2011ISBN1118044789, 9781118044780頁數600 頁
http://books.google.com.tw/books?id=BHSWdgNaGOkC&dq=durbin+watson+test+cfa&hl=zh-TW&source=gbs_navlinks_s

在CFA協會也有特別刊出相關書籍之一

http://www.cfainstitute.org/learning/products/publications/books/Pages/quantitative_investment_analysis__second_edition.aspx

Mei-Yu Lee @ SSRN

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CFA台灣分會

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Mei-Yu Lee @ SSRN

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Mei-Yu Lee @ SSRN

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Subject 12. The Durbin-Watson statistic.(CFA)

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