- CFA Exams
- 2025 Level II
- Topic 1. Quantitative Methods
- Learning Module 3. Model Misspecification
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Learning Outcome Statements PDF Download
| 1. Model Misspecification describe how model misspecification affects the results of a regression analysis and how to avoid common forms of misspecification; | |
| 2. Heteroskedasticity explain the types of heteroskedasticity and how it affects statistical inference; | |
| 3. Serial Correlation explain serial correlation and how it affects statistical inference; | |
| 4. Multicollinearity explain multicollinearity and how it affects regression analysis. |
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