Describe and interpret tests of single restrictions involving multiple coefficients

[Jithu]

Can someone please give a sample problem with solution for the aim statement - "Describe and interpret tests of single restrictions involving multiple coefficients"

Thanks,

 

[Nicole Seaman]

Hello @Jithu,

Here is an older thread in the forum that pertains to this AIM statement. Please keep in mind that we are continuing to add to our materials for 2015.

https://forum.bionicturtle.com/threads/p1-t2-222-homoskedasticity-only-f-statistic.5480/

Thank you,

Nicole

 

[Dr. Jayanthi Sankaran]

Hi Jithu,

In addition to the above Practice Questions, you can also look up Pg 144, Chapter 7 - Stock and Watson , Reading 10 in the GARP FRM Book for Quantitative analysis. There is another example on tests of single restrictions involving multiple coefficients, there - thought that would help!

Thanks
Jayanthi