Chapter 4: Statistical Hypothesis Testing
Chapter 4: Statistical Hypothesis TestingChristophe HurlinNovember 20, 2015Christophe Hurlin ()Advanced Econometrics - Master ESANovember 20, 20151 / 225Section 1IntroductionChristophe Hurlin (University of Orl ans)Advanced Econometrics - Master ESANovember 20, 20152 / 2251. IntroductionThe outline of this Chapter is the following:Section Hypothesis testingSection in the multiple linear regression modelSubsection Student testSubsection Fisher testSection and InferenceSubsection Likelihood Ratio (LR) testSubsection Wald testSubsection Lagrange Multiplier (LM) testChristophe Hurlin (University of Orl ans)Advanced Econometrics - Master ESANovember 20, 20153 / 2251. IntroductionReferencesAmemiya T. (1985), Advanced Econometrics. Harvard University W. (2007), Econometric Analysis, sixth edition, Pearson - PrenticeHil (recommended)Ruud P., (2000) An introduction to Classical Econometric Theory, OxfordUniversity Hurlin (University of Orl ans)Advanced Econometrics - Master ESANovember 20, 20154 / 2251.
1. Introduction The outline of this chapter is the following: Section 2. Statistical hypothesis testing Section 3. Tests in the multiple linear regression model
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