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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