Business 41100 - Applied Regression Analysis

Instructor: Carlos M. Carvalho

Office: HPC 355

Phone: (773) 834-4719

carlos.carvalho@chicagogsb.edu

	Syllabus
	Syllabus (.pdf)

	Class Notes
	Week 1: Introduction and Examples Week 2: The Simple Regression Model Week 3: Inference and Estimation in the Simple Regression Model Week 4: The Multiple Regression Model Week 5: Review Section -- No Notes. Week 6: Mid-term -- No Notes. (Solution Key) Week 7: Regression Diagnostics Week 8: Advanced Topics in Multiple Regression Week 9: An Introduction to Time Series Week 10: Binary Outcome Models

	Homework Assignments
	Homework 1 (Due on Week 2) Solutions Homework 2 (Due on Week 3) Solutions Homework 3 (Due on Week 4) Solutions Homework 4 (Due on Week 5) Homework 5 (Due on Week 7) Solutions Homework 6 (Due on Week 8) Solutions Homework 7 (Due on Week 10)

	Datasets and Spreadsheets
	Datasets for Homeworks and in-class Examples

	Other Materials and Links
	Statistics Review Sheet Hypothesis Testing Review Lecture on Hypothesis Testing Statistical Applets: Teaching Applets by Prof. Robert McCulloch HW3 Question 1 Reference: Link to paper by S.B. Park (1982) RiskMetrics: RiskMetrics 1996 publication (Models for portfolio risk)