Provide a two-sided 95% confidence interval for e ρ expressed in terms of the OLS estimator ˆρ of ρ from a sample of size T and the critical values of a standard normal distribution. Carefully state when and where you use a mathematical tool. (Hint: Use the Delta method to obtain standard errors.)

A First Course in Probability (10th Edition)
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Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Provide a two-sided 95% confidence interval for e ρ expressed in terms of the OLS estimator ˆρ of ρ from a sample of size T and the critical values of a standard normal distribution. Carefully state when and where you use a mathematical tool. (Hint: Use the Delta method to obtain standard errors.)

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