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

تمرين 13

Referring to Table 1 in the text:
a. Construct the R 2 for each of the regressions.
b. Construct the homoskedasticity-only F-statistic for testing ß 3 = ß 4 = 0 in the regression shown in column (5). Is the statistic significant at the 5% level
c. Test ß 3 = ß 4 = 0 in the regression shown in column (5) using the Bonferroni test discussed in Appendix 7.1.
d. Construct a 99% confidence interval for ßy for the regression in column (5).
Table 1
Results of Regressions of Average Hourly Earnings on Gender and Education Binary Variables and Other Characteristics Using 1998 Data from the Current Population Survey
Dependent Variable: average hourly earnings (AHE).