If you wanted to test,using a 5% significance level,whether or not a specific slope coefficient is equal to one,then you should
A) subtract 1 from the estimated coefficient,divide the difference by the standard error,and check if the resulting ratio is larger than 1.96.
B) add and subtract 1.96 from the slope and check if that interval includes 1.
C) see if the slope coefficient is between 0.95 and 1.05.
D) check if the adjusted R2 is close to 1.
Correct Answer:
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Q1: The homoskedasticity-only F-statistic is given by the
Q2: When testing joint hypothesis, you should
A)use t-statistics
Q4: The following linear hypothesis can be tested
Q5: The overall regression F-statistic tests the null
Q6: If you reject a joint null hypothesis
Q8: To test joint linear hypotheses in the
Q9: When testing the null hypothesis that two
Q10: All of the following are correct formulae
Q11: All of the following are examples of
Q14: When there are two coefficients, the resulting
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