Question
Given the CAPM: , the following regressions are run to conduct a Chow test. 1981M1-1997M12 RSS=0.1655 T=203 1981M1-1992M02 RSS=0.0924 T=133 1992M02-1997M12 RSS=0.0824 T=70 What are
Given the CAPM: , the following regressions are run to conduct a Chow test.
1981M1-1997M12 RSS=0.1655 T=203
1981M1-1992M02 RSS=0.0924 T=133
1992M02-1997M12 RSS=0.0824 T=70
What are the null and alternative hypothesis being tested?
What is your conclusion at the 5% level?
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Financial Accounting A Focus On Interpretation And Analysis
Authors: Richard F Kochanek, A Douglas Hillman
7th Edition
1111061750, 9781111061753
