Inference

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http://youtube.com/watch?v=vFLnp95pHII

This lecture discuses the normality of the error assumption, sampling distribution, student t-test for the estimated regression coefficient, one-sided and two-sided hypothesis testing, p-value, confidence interval, and multiple linear regression. The materials of this lecture are based on Jeffrey Wooldridge's Introduction to Modern Econometrics. • Time codes • 0:00:00 - Introduction • 0:01:56 - Statistical inference • 0:10:50 - Sampling distribution • 0:14:37 - Normality of errors assumption • 0:29:14 - Student-t distributions for standardized estimators • 0:30:02 - Hypothesis testing • 0:39:45 - Student t-test • 0:56:22 - One-sided hypothesis testing • 1:15:16 - Two-sided hypothesis testing • 1:27:13 - Statistical vs economic significance • 1:33:04 - General hypotheses about regression coefficient • 1:39:04 - Brief overview of p-value • 1:42:39 - Confidence interval • 1:55:53 - Testing multiple linear restriction • 2:10:27 - Test of overall significance • Website: sahadewo.wordpress.com • Twitter: @gasahadewo • Department of Economics • Faculty of Economics and Business • Universitas Gadjah Mada • Indonesia

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