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Chapter 8 The Multiple Regression Model: Hypothesis Tests ...
Undergraduate Econometrics, 2nd Edition-Chapter 8 The Chi-square statistic given in the EViews output in Table 8.1 is equal to V1 with σ2 replaced by σˆ 2. It is a large-sample approximation which you will learn more about in advanced courses. Table 8.1 EViews Output for Testing Price Coefficient Null Hypothesis: C(2) = 0
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