Econometrics. Lecture 8. Inference in Multiple Regression Model
In this lecture we extend the techniques of statistical inference to the multiple regression model 00:00 Introduction 02:16 Hypothesis tests for a single coefficient 11:13 Confidence intervals for regression coefficients 17:28 Example 26:42 Joint hypothesis 37:19 Homoskedasticityonly Fstatistic 54:37 Heteroskedasticityrobust Fstatistic 57:52 Overall regression Fstatistic 1:02:20 Single restrictions on multiple coefficients 1:10:27 Confidence sets 1:13:33 Conclusion The course Econometrics for the 2nd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022
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