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Y2 - Research Project

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Summary

Week 2

Erasmus Universiteit · Int. Economics and Business Economics

Y2 - Research Project

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Chapter 5: Hypothesis Tests and Confidence Intervals
One-sided hypothesis
Confidence intervals
Homo/heteroskedasticity
Chapter 6: Multiple regression model
A solution to omitted variable bias
Assumptions multiple regression model
Measures of fit for the regression model
Chapter 7: Hypothesis Tests and Confidence Intervals in Multiple Regression
Hypothesis tests for a single-coefficient
Confidence Intervals for single-coefficient
Test of joint hypotheses
F-statistic for test of joint hypotheses
Testing Single restrictions involving multiple coefficients
Calculating joint hypotheses with just individual t-stats
Assumption in multiple regression model

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