Quantitative Finance and Economics Lecture 8: Hypothtesis Testing

This lecture of quantitative finance and economics covers hypothesis testing.

1  Lecture Slides 

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R Hypothesis Testing Examples

R codes: hypothesisTestingCER.r


2  Hypothesis testing: Introduction (8:29)


3  Hypothesis testing: Overview (9:06)


4  Hypothesis testing: CER Model (10:47)


5  Chi-square and Student’s t distributions (5:16)


6  Test of Specific Coefficient Value (26:07)


7  Test for Normal Distribution (8:36)


8  Test for No Autocorrelation (5:36)


9  Diagnostics for Constant Parameters (22:21)



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