Quant Research Interview Questions

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Assumptions. what if error is not normal? what if error is correlated? what if there is Heteroskedasticity ? How to do inferenec and how to fix?What is data is doubled? What happens to coefficients, R2, standard error and t values
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Quant Researcher

Interviewed at Squarepoint Capital

3.9
Feb 4, 2025

Assumptions. what if error is not normal? what if error is correlated? what if there is Heteroskedasticity ? How to do inferenec and how to fix?What is data is doubled? What happens to coefficients, R2, standard error and t values

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