When the three event indicators beftle6, qffile6, and afdec6 are dropped from equation (10.22), we obtain R2

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When the three event indicators beftle6, qffile6, and afdec6 are dropped from equation (10.22), we obtain R2 = .281 and = .264. Are the event indicators jointly significant at the 10% level?

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Introductory Econometrics A Modern Approach

ISBN: 978-0324660548

4th edition

Authors: Jeffrey M. Wooldridge

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Question Posted: Apr 21, 2016 04:54 AM

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When the three event indicators beftle6, qffile6, and afdec6 are dropped from equation (10.22), we obtain R2

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R2

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We use the R squared form of the F statistic and ignore the information on The 10 critical value w...View the full answer

Introductory Econometrics A Modern Approach

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