Econometrics I Alejandra Oliver Rodríguez

3º ADEb. Curso 2020/21

SUMMARY TEMA 7.

Confidence Interval.

- For one β.
- For two β.
- For one increase; ∆𝑋𝑖 → ∆𝑦̂.
- For two increases; ∆𝑋𝑖 , ∆𝑋𝑗 → ∆𝑦̂.

Hypothesis Test.
No Estandarizada Estandarizada
- For one β.
- For one increase; ∆𝑋𝑖 → ∆𝑦̂.
- For two increases; ∆𝑋𝑖 , ∆𝑋𝑗 → ∆𝑦̂.

- For the Regression.

For Homoscedasticity → “F” in Gretl.
𝑅2⁄
𝑞
For Heteroskedasticity → 𝐹 = 1−𝑅2
⁄𝑛−𝑘−1

- Jointly significant.
𝑡12 +𝑡22 −2∗𝜌
̂ ∗𝑡1 ∗𝑡2
For Homoscedasticity → 𝐹 = 2(1−𝜌 ̂2)

𝑅2 −𝑅2 𝑅⁄
𝑞
For Heteroskedasticity → 𝐹 = 1−𝑅2⁄
𝑛−𝑘−1

- Equal effect.
𝛽1 −𝛽2
Only for Heteroscedasticity → 𝑡 =
̂1 )]2 +[𝑆𝐸(𝛽
√[𝑆𝐸(𝛽 ̂2 )]2 −2∗𝐶𝑜𝑣(𝛽
̂1 ,𝛽
̂2 )