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M Fernandes


Active since 2017

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Wald test Jacobian matrix
Dear Matlab, I have the following regression: mpg=b0+b1*weight+b2*foreign and I want to estimate the hypothesis that b1*b2=1. I...

6 years ago | 0 answers | 0

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Monte Carlo hypothesis test
Dear Matlab users, I want to do a Monte Carlo simulation of a test of a nonlinear hypothesis, my null hypothesis is beta1*beta2...

6 years ago | 0 answers | 0

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answers

Question


Error term, no zero conditional mean
Dear Matlab, I am testing the properties of the least squares estimator b under the Gauss-Markov assumptions, and I would like ...

6 years ago | 0 answers | 0

0

answers

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Monte Carlo for OLS histogram
Dear Matlab, I am running Monte Carlo simulations to illustrate properties of the least squares estimator beta. I am using the...

6 years ago | 1 answer | 0

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