Transcription of Chapter 4: Statistical Hypothesis Testing
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Chapter 4: Statistical Hypothesis TestingChristophe HurlinNovember 20, 2015 Christophe Hurlin ()Advanced Econometrics - Master ESAN ovember 20, 20151 / 225 Section 1 IntroductionChristophe Hurlin (University of Orl ans)Advanced Econometrics - Master ESAN ovember 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 ESAN ovember 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 ESAN ovember 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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