ECON0019 Quantitative Economics and Econometrics Term 1 Summary UCL 21/22

Hypothesis Testing.
Agereturnsreallyquadratic
Normal


Prob F
H p x es c
morelikelytoreject
Ho
Hi Ba x tc c

n


T


Wooldridge p 785
Hi p x ts c

Hi pe x t c jc

µ p ItI c




RejectHoif

Hi p x

Hi Be x
Hi BI 196




RejectHoif

Hi p x

Hi Be x
Hi pt x fitted
valves

,Isser s dfurl 1
1dg 2 1 119

25560 3
165644
F
25560 88 4 1


siglevel
y
t

, Theorem.



LAWOFLARGENUMBERS
LN If I µ EIflu u I
given5422 4 6 var flu all

consistency


Let y geol geo is
continuous


plimWn 0




plimlant plimlgWnt Y

Letplimlin a plimlan p
plimlin t plimlunt at B
plimTnUn xp
plimTn UnI Xp




LAWOFITERATEDEXPECTATIONS
LIE

, EIÉÉI
Elul t
flu

addu to have more
information
y to better
E lulu I E f ELulu n I
I specify
u
fixed

F E Elulnel u I
t
constant
holding
sense
doesn'tmake

EcuIna I n