Econometrics

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Hypothesis Testing

(posted: 02 Oct 2017)

We will finish our discussion of the problem set during Sunday's session (01 Oct) and Tuesday's session (03 Oct). Then during the next sessions (on Sun 08 Oct and Tue 10 Oct), we will discuss hypothesis testing.

For theoretical background on hypothesis testing, please read Kennedy chap. 4. Please also read either Stock-Watson chaps. 5 and 7 or equivalent chapters in a better textbook. Two alternatives that you might consider are the Hill, Griffiths and Lim textbook and the Studenmund textbook.

And for an empirical example of hypothesis testing, please read my Analysis of the "Biagi Law". Because I will frequently use those datasets in examples of several different econometric topics, you should also read my note about teaching with the "Biagi Law" data.

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