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Univariate Linear Regression Problem

Univariate Linear Regression Problem. Model: Y= b 0 + b 1 X+ e Test: H 0 : ? 1 =0. Alternative: H 1 : ? 1 >0. The distribution of Y is normal under both null and alternative. Under null, var(Y)=? 0 2 . Under alternative, ? 1 >0, and var(Y)=? 1 2.

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NY Times 23 Sept 2008 - time series of the day

NY Times 23 Sept 2008 - time series of the day. Stat 153 - 23 Sept 2008 D. R. Brillinger Chapter 4 - Fitting t.s. models in the time domain. sample autocovariance coefficient. Under stationarity, . Estimated autocorrelation coefficient. asymptotically normal. interpretation.

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Lecture 26

Lecture 26. Omitted Variable Bias formula revisited Specially constructed variables Interaction variables Polynomial terms for curvature Dummy variables for categorical variables. Omitted Variable Bias Formula Revisited.

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Univariate Linear Regression Problem

NY Times 23 Sept 2008 - time series of the day

Lecture 26