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ECON 4001 Econometric Theory > 1.5 Hypothesis Testing > Flashcards

1.5 Hypothesis Testing Flashcards

1
Q

Whet distribution do we use for tests concerning a single parameter?

A

T distribution

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2
Q

Whet distribution is used we are doing tests concerning more than one parameter?

A

F distribution

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3
Q

How do we test for structural changes in the parameter vector?

A

Using the F stat F(k,T-2k)

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ECON 4001 Econometric Theory (9 decks)

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