Equations (7.13) and (7.14) show two formulas for the homoskedasticity-only (F)-statistic. Show that the two formulas are

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Equations (7.13) and (7.14) show two formulas for the homoskedasticity-only $F$-statistic. Show that the two formulas are equivalent.

Equation (7.13)

Equation (7.14)

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Introduction To Econometrics

ISBN: 9780134461991

4th Edition

Authors: James Stock, Mark Watson

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Question Posted: Apr 30, 2024 02:01 AM

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Equations (7.13) and (7.14) show two formulas for the homoskedasticity-only (F)-statistic. Show that the two formulas are

Question:

F = (SSR restricted - SSR unrestricted)/q SSR unrestricted/(n - Kunrestricted - 1)'

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Introduction To Econometrics

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