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

تمرين 13

A researcher carries out a QLR test using 25% trimming, and there are q = 5 restrictions. Answer the following questions using the values in Table 14.6 ("Critical Values of the QLR Statistic with 15% Trimming") and Appendix Table 4 ("Critical Values of the F m Distribution").
a. The QLR F -statistic is 4.2. Should the researcher reject the null hypothesis at the 5 % level
b. The QLR F -statistic is 2.1. Should the researcher reject the null hypothesis at the 5 % level
c. The QLR F -statistic is 3.5. Should the researcher reject the null hypothesis at the 5% level