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Unformatted text preview: l * 5 gen y=return-tbill gen x=market-tbill reg y x surinf-surind if ncomp==5 test surinf=suroil=surind=0 * let's say we are interested in significance level 5% test * the p-value is larger than .05 * we do not reject the null hypothesis that the coefficients of surprise variables are jointly zero * that means we do not want to include those variables in the model * * 6 * from the test result, we do not support APM...
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This note was uploaded on 04/04/2011 for the course ECON 401 taught by Professor Staff during the Spring '08 term at University of Washington.
- Spring '08