You estimate an ARDL(2,3,2) model for dependent variable Y t using a time series of T-300 observations with dependent variable Y and regressors X and Z which respectively have 3 and 2 lags in the model. Suppose you conduct a joint hypothesis test that all of the coefficients on the lagged Z regressors are equal to 0. What is the distribution of the F-statistic for this joint test? O FI3.296) O F(2.292) O F12.289) O FI8.300)
You estimate an ARDL(2,3,2) model for dependent variable Y t using a time series of T-300 observations with dependent variable Y and regressors X and Z which respectively have 3 and 2 lags in the model. Suppose you conduct a joint hypothesis test that all of the coefficients on the lagged Z regressors are equal to 0. What is the distribution of the F-statistic for this joint test? O FI3.296) O F(2.292) O F12.289) O FI8.300)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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![You estimate an ARDL(2,3,2) model for dependent variable Yt using a time series of T=300 observations with dependent
variable Y and regressors X and Z which respectively have 3 and 2 lags in the model. Suppose you conduct a joint hypothesis
test that all of the coefficients on the lagged Z regressors are equal to 0. What is the distribution of the F-statistic for this joint
test?
O F13.296)
O F(2.292)
O FI2.289)
O FI8,300)](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F952cce83-2e29-4a45-8e0d-3277a83866d3%2F7d78d862-c0b7-4861-8480-48314a964cf4%2Fk172uaf_processed.jpeg&w=3840&q=75)
Transcribed Image Text:You estimate an ARDL(2,3,2) model for dependent variable Yt using a time series of T=300 observations with dependent
variable Y and regressors X and Z which respectively have 3 and 2 lags in the model. Suppose you conduct a joint hypothesis
test that all of the coefficients on the lagged Z regressors are equal to 0. What is the distribution of the F-statistic for this joint
test?
O F13.296)
O F(2.292)
O FI2.289)
O FI8,300)
![Suppose you estimate a single linear regression and obtain a OLS regression coefficient estimate of 81-4.55 with a standard
error of SE(B1)-2.31. What is the 90% confidence interval for the true value of B1?
O 12.24,6.86)
O10.74,8.361
O 10.02.9.08)
O 1.0.83, 9.93|](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F952cce83-2e29-4a45-8e0d-3277a83866d3%2F7d78d862-c0b7-4861-8480-48314a964cf4%2Fvvtfu7n_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Suppose you estimate a single linear regression and obtain a OLS regression coefficient estimate of 81-4.55 with a standard
error of SE(B1)-2.31. What is the 90% confidence interval for the true value of B1?
O 12.24,6.86)
O10.74,8.361
O 10.02.9.08)
O 1.0.83, 9.93|
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