Measurement error
Errors in measuring an explanatory variable in a regression that leads to biases in estimated parameters. |
Similar financial terms
Performance measurementThe calculation of the return realized by a money manager over some time interval.
Tracking error
In an indexing strategy, the difference between the performance of the benchmark and the replicating portfolio.
Standard error
In statistics, a measure of the possible error in an estimate.
Net errors and omissions
In balance of payments accounting, net errors and omissions record the statistical discrepancies that arise in gathering balance of payments data.
Benchmark error
Use of an inappropriate proxy for the true market portfolio.
