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Model Implementation and Testing

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  • Sarit Maitra

    (Alliance University)

Abstract

In this chapter we translate the theoretical concepts from earlier chapters into practical application by developing and evaluating multiple regression models. The objective is to expand our theoretical knowledge into empirical analysis by implementing CAPM and APT followed by various statistical analysis. Each model undergoes a series of diagnostic checks, including multicollinearity assessment, linearity verification, residuals versus fitted plots, tests for homoscedasticity, and analysis of error independence. These diagnostic procedures are critical to ensure the validity and robustness of the regression outcomes. This chapter serves as a bridge between theory and real-world data analysis, reinforcing the value of rigorous statistical methods in economic and financial research.

Suggested Citation

  • Sarit Maitra, 2025. "Model Implementation and Testing," Contributions to Economics,, Springer.
    • Handle: RePEc:spr:conchp:978-3-031-86862-7_5
    DOI: 10.1007/978-3-031-86862-7_5
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