AAE637 Topics for Feb. 20, 2007
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1 AAE637 Topics for Feb. 20, 2007 Hypothesis testing under the GLS Model The F-Statistic under GLS Test statistic with linear hypothesis and J =1 (e.g., a single linear combination of estimated coefficients) Introduction to Feasible GLS General estimation procedure Overview of Heteroscedasticity Simple Specification with 1 additional parameter
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AAE637 Topics for Feb. 20, 2007. Hypothesis testing under the GLS Model The F-Statistic under GLS Test statistic with linear hypothesis and J =1 (e.g., a single linear combination of estimated coefficients) Introduction to Feasible GLS General estimation procedure - PowerPoint PPT Presentation
Transcript of AAE637 Topics for Feb. 20, 2007
1
AAE637Topics for Feb. 20, 2007
Hypothesis testing under the GLS ModelThe F-Statistic under GLSTest statistic with linear hypothesis
and J =1 (e.g., a single linear combination of estimated coefficients)
Introduction to Feasible GLSGeneral estimation procedure
Overview of HeteroscedasticitySimple Specification with 1 additional
parameterAustralian wheat supply example
