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 StockWatson 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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links and files
course outline
 background  statistics and probability
 lecture 1  ordinary least squares
 lecture 2  maximum likelihood
 lecture 3  hypothesis testing
 lecture 4  violations of the GaussMarkov assumptions
 Kennedy, chaps. 5, 6 and 7
 lecture 5  panel data
 Stock and Watson, chap. 8
 Kennedy, chap. 18
 lecture 6  heteroskedascity
 lecture 7  probability models
 Stock and Watson, chaps. 9
 Kennedy, chap. 16
 logit model,
(wxM)
 lecture 8  timeseries
references and software
 statistics
 statistical software
 mathematical software
textbooks
