Sources of Endogeneity - Quant Trader Interview Question
Difficulty: Medium
Category: Statistics & Regression
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Topics: statistics, regression, endogeneity, econometrics
Problem Description
You are building a linear regression model to predict the daily returns of a stock based on several macroeconomic factors. However, you suspect that your model might suffer from endogeneity.
Which of the following sets correctly identifies three common sources of endogeneity in regression analysis?
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