Introduction to Econometrics 3rd Edition by James Stock, Mark Watson

تمرين 17

Outline the procedures for computing the p -value of a two-sided test of H 0 : = 0 using an i.i.d. set of observations Y i , i = 1,..., n. Outline the procedures for computing the p -value of a two-sided test of H 0 : 1 = 0 in a regression model using an i.i.d. set of observations ( Y i , X j ), i = 1,..., n.