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6. Hypothesis Testing and Confi dence Intervals
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Aaron D. Smith
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Kapitel in diesem Buch
- Frontmatter i
- Contents v
- Preface vii
- Acknowledgments x
- About the Authors xi
- 1. Introduction to Econometrics 1
- 2. Simple Regression 19
- 3. Multiple Regression 33
- 4. Generalizing from a Sample 51
- 5. Properties of Our Estimators 65
- 6. Hypothesis Testing and Confi dence Intervals 83
- 7. Predicting in a Nonlinear World 99
- 8. Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2) 121
- 9. Best of Blue II: Correlated Errors (Assumption CR3) 137
- 10. Sample Selection Bias (Assumption CR1) 159
- 11. Identifying Causation 177
- 12. Instrumental Variables: A Solution to the Endogeneity Problem 193
- Appendix: Critical Values for Commonly Used Tests in Econometrics 215
- Notes 221
- Index 223
Kapitel in diesem Buch
- Frontmatter i
- Contents v
- Preface vii
- Acknowledgments x
- About the Authors xi
- 1. Introduction to Econometrics 1
- 2. Simple Regression 19
- 3. Multiple Regression 33
- 4. Generalizing from a Sample 51
- 5. Properties of Our Estimators 65
- 6. Hypothesis Testing and Confi dence Intervals 83
- 7. Predicting in a Nonlinear World 99
- 8. Best of BLUE I: Cross-Section Data and Heteroskedasticity (Assumption CR2) 121
- 9. Best of Blue II: Correlated Errors (Assumption CR3) 137
- 10. Sample Selection Bias (Assumption CR1) 159
- 11. Identifying Causation 177
- 12. Instrumental Variables: A Solution to the Endogeneity Problem 193
- Appendix: Critical Values for Commonly Used Tests in Econometrics 215
- Notes 221
- Index 223
