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First-pass regression |
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Definition of First-pass regressionFirst-pass regressionA time series regression to estimate the betas of securities portfolios.
Related Terms:Agency pass-throughsMortgage pass-through securities whose principal and interest payments are Conventional pass-throughsAlso called private-label pass-throughs, any mortgage pass-through security not FIFO (First In, First Out)An inventory valuation method that presumes that the first units received were the first ones First-callWith CMOs, the start of the cash flow cycle for the cash flow window. First in, first-out costing method (FIFO)A process costing methodology that assigns the earliest First-In-First-Out (FIFO)A method of valuing the cost of goods sold that uses the cost of the oldest item in First-in, first-out (FIFO)A method of accounting for inventory. First-in, first-out (FIFO)An inventory valuation method under which one assumes that the First-In, First-Out (FIFO) Inventory MethodThe inventory cost-flow assumption that First notice dayThe first day, varying by contracts and exchanges, on which notices of intent to deliver First To Die CoverageThis means that there are two or more life insured on the same policy but the death benefit is paid out on the first death only. If two or more persons at the same address are purchasing life insurance at the same time, it is wise to compare the cost of this kind of coverage with individual policies having a multiple policy discount. Fully modified pass-throughsAgency pass-throughs that guarantee the timely payment of both interest and Last-In-First-Out (LIFO)A method of valuing inventory that uses the cost of the most recent item in Last-in, first-out (LIFO)An inventory costing methodology that bases the recognized cost of Last-in, first-out (LIFO)An inventory valuation method under which one assumes that the Last-In, First-Out (LIFO) Inventory MethodThe inventory cost-flow assumption that assigns the most recent inventory acquisition costs to cost of goods sold. The earliest inventory Last-in, first-out (LILO)A method of accounting for inventory. least squares regression analysisa statistical technique that investigates the association between dependent and independent variables; it determines the line of "best fit" for a set of observations by minimizing the sum of the squares LIFO (Last-in-first-out)The last-in-first-out inventory valuation methodology. A method of valuing LIFO (Last In, First Out)An inventory valuation method that presumes that the last units received were the first ones Linear regressionA statistical technique for fitting a straight line to a set of data points. Modified pass-throughsAgency pass-throughs that guarantee (1) timely interest payments and (2) principal Mortgage pass-through securityAlso called a passthrough, a security created when one or more mortgage Multiple regressionThe estimated relationship between a dependent variable and more than one explanatory variable. multiple regressiona statistical technique that uses two or Odd first or last periodFixed-income securities may be purchased on dates Pass-through coupon rateThe interest rate paid on a securitized pool of assets, which is less than the rate Pass-through rateThe net interest rate passed through to investors after deducting servicing, management, Pass-through securitiesA pool of fixed-income securities backed by a package of assets (i.e. mortgages) Passive investment managementBuying a well-diversified portfolio to represent a broad-based market Passive investment strategySee: passive management. Passive portfolioA market index portfolio. Passive portfolio strategyA strategy that involves minimal expectational input, and instead relies on Perfected first lienA first lien that is duly recorded with the cognizant governmental body so that the lender Private-label pass-throughsRelated: Conventional pass-throughs. Regression analysisA statistical technique that can be used to estimate relationships between variables. Regression analysisStatistical analysis techniques that quantify the Regression equationAn equation that describes the average relationship between a dependent variable and a regression lineany line that goes through the means (or averages) of the set of observations for an independent variable and its dependent variables; mathematically, there is a line of “best fit,” which is the least squares regression line Regression toward the meanThe tendency for subsequent observations of a random variable to be closer to its mean. Second pass regressionA cross-sectional regression of portfolio returns on betas. The estimated slope is the Simple linear regressionA regression analysis between only two variables, one dependent and the other explanatory. simple regressiona statistical technique that uses only one independent variable to predict a dependent variable
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