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Unformatted text preview: 1 Linear. 2 Unbiased. 3 Minimum Variance. GaussMorkov Theorem. Ch5 : Hypothesis Testing Null Hypothesis vs Alternative Hypothesis. Two sided vs One sided tests. ttest. t k = k k SE ( k ) follows tdistribution with Nk1 degrees of freedom.  t  > t c then reject the H . Else accept it. Ch5 : Hypothesis Testing Possible errors in hypothesis testing. Testing linear restrictions using ttest. Ch5 : Hypothesis Testing Ftest. F = R 2 / k ( 1R 2 ) / Nk1 follows F with k degrees of freedom for the numerator and Nk1 degrees of freedom for the denominator. F > F c then reject the H . Else accept it. Condence Interval Estimation. CI k = k t c , 2 sided SE ( k )...
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 Winter '07
 OGAKI
 Econometrics

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