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About Quantitative Methods for the Level II CFA Exam
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0
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3414
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October 23, 2019
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MA and ARMA models explaination?
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0
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128
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July 4, 2025
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First Differencing Random Walk
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0
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302
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May 16, 2025
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Autocorrelation and Covariance Stationarity
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7
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3431
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May 8, 2025
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Are These Questions Wrong?
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3
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524
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January 31, 2025
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When do we 'use' the level of significance in intercept and coefficients
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0
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577
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November 17, 2024
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Serial correlation and effect on estimate of coefficient
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0
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550
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October 27, 2024
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Standard error of AutoCorrelation
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2
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5235
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October 10, 2024
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Excluding independent variables to to evaluate overall model fit
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0
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679
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July 17, 2024
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Extension of multiple regression
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2
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1258
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March 18, 2024
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Modeling with Time Series vs. Return
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0
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998
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March 15, 2024
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Multiple R^2
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4
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1064
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February 25, 2024
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Statistical Significance of Slope and Intercept
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6
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2776
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February 17, 2024
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Test for heteroskedasticity
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6
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2525
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February 13, 2024
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Multiple Regression, Computing Expected Return
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2
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1610
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November 13, 2023
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Unit root/ Random walk
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2
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1668
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November 8, 2023
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Durbin Watson Test Clarity
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12
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7750
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October 19, 2023
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Time Series (Finding Value)
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1
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1556
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August 30, 2023
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Durbin Watson Test -- PLEASE HELP!
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1
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1613
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August 25, 2023
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Unsure about this answer
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6
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1601
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August 18, 2023
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Unit root doubt
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2
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1623
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August 14, 2023
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R Squared SSR
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2
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1949
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May 16, 2023
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Heteroskedasticity is allowed in a trend model?
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4
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2238
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April 19, 2023
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SEE formula is different when using t-stats versus an f-stat?
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5
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1878
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March 20, 2023
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Can we show this in a picture/scatterplot?
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1
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1856
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March 20, 2023
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DW interpretation to reject the Null Hypothesis
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1
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1898
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March 4, 2023
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Type 1 vs. Type 2 Error
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4
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2661
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March 1, 2023
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Is covariance stationary a good or bad occurrence?
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3
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2305
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February 28, 2023
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Is there an error with CFA L2 book or am I wrong?
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1
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2847
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January 19, 2023
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Is this answer right? Dummy variables
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0
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1938
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January 16, 2023
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