Econometrics. Lecture 8. Inference in Multiple Regression Model

In this lecture we extend the techniques of statistical inference to the multiple regression model 00:00 Introduction 02:16 Hypothesis tests for a single coefficient 11:13 Confidence intervals for regression coefficients 17:28 Example 26:42 Joint hypothesis 37:19 Homoskedasticity-only F-statistic 54:37 Heteroskedasticity-robust F-statistic 57:52 Overall regression F-statistic 1:02:20 Single restrictions on multiple coefficients 1:10:27 Confidence sets 1:13:33 Conclusion The course “Econometrics“ for the 2nd year bachelors in Economics Taught at BRICS institute, Irkutsk National Research Technical University, Spring semester 2022