Estimate the regression equation for the percentage change in the Dow Jones index in a year on
Question:
a. Use an unbiased estimation procedure to find a point estimate of the variance of the error terms in the population regression.
b. Use an unbiased estimation procedure to find a point estimate of the variance of the least squares estimator of the slope of the population regression line.
c. Find and interpret a 95% confidence interval for the slope of the population regression line.
d. Test at the 10% significance level, against a two-sided alternative, the null hypothesis that the slope of the population regression line is 0.
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Related Book For
Statistics For Business And Economics
ISBN: 9780132745659
8th Edition
Authors: Paul Newbold, William Carlson, Betty Thorne
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