FRM一级考试公式重要吗？有哪些？

发布时间：2021-05-08 09:12来源： 融跃教育FRM

临近5月FRM考试，考生越是在最后关头越不能松懈。在FRM一级考试中，有大量的计算题，这时候就需要用到相关的计算公式了。近日，还有考生咨询融跃老师，FRM一级考试公式重要吗？有哪些？关于答案，随小编往下看~

FRM一级公式当然是很重要的，考生不仅要能记住，还能熟练运用。在实际的考试中，是不提供任何公式的，因此，需要自己在平常做累积了。》》》戳：免·费领取FRM各科视频讲义+历年真题+21年原版书（PDF版）

关于FRM一级公式，小编下面是列举的几个，希望对你有所帮助:

Regression Assumption Violations：

Heteroskedasticity occurs when the variance of the residuals is not the same across all observations in the sample.

Multicollinearity refers to the condition when two or more of the independent variables, or linear

combinations of the independent variables, in a multiple regression are highly correlated with each other.

Covariance Stationary：》》》报名繁琐？找融跃教育FRM考试免费代报名服务

A time series is covariance stationary if its mean, variance, and covariances with lagged and leading values are stable over time. Covariance stationarity is a requirement for using autoregressive (AR) models. Models that lack covariance stationarity are unstable and do not lend themselves to meaningful forecasting.

Desirable Properties of an Estimator

• A point estimate should be a linear estimator when it can be used as a linear function of sample data.

• An unbiased estimator is one for which the expected value of the estimator is equal to the parameter you are trying to estimate.

• A consistent estimator is one for which the accuracy of the parameter estimate increases as the sample size increases.

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