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Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
Edition 3ISBN: 978-9352863501 Exercise 8
You are analyzing a linear regression model with 500 observations and one regressor. Explain how you would construct a confidence interval for ß 1 if:
a. Assumptions #1 through #4 in Key Concept 18.1 are true, but you think Assumption #5 or #6 might not be true.
b. Assumptions #1 through #5 are true, but you think Assumption #6 might not be true.(give two ways to construct the confidence interval).
c. Assumptions #1 through #6 are true
a. Assumptions #1 through #4 in Key Concept 18.1 are true, but you think Assumption #5 or #6 might not be true.
b. Assumptions #1 through #5 are true, but you think Assumption #6 might not be true.(give two ways to construct the confidence interval).
c. Assumptions #1 through #6 are true
Explanation
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a) This satisfy conditional mean zero, i...
Introduction to Econometrics 3rd Edition by James Stock, Mark Watson
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