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For the following estimated slope coefficients and their heteroskedasticity robust standard errors, find the t-statistics for...

For the following estimated slope coefficients and their heteroskedasticity robust standard errors, find the t-statistics for the null hypothesis H0: β1 = 0. Assuming that your sample has more than 100 observations, indicate whether or not you are able to reject the null hypothesis at the 10%, 5%, and 1% level of a one-sided and two-sided hypothesis. (a) 1 = 4.2, SE( 1) = 2.4 (b) 1 = 0.5, SE( 1) = 0.37 (c) 1 = 0.003, SE( 1) = 0.002 (d) 1 = 360, SE(1) = 300

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orchestra answered 1 year ago
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