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- Mon Jun 14, 2010 12:28 pm
- Forum: Estimation
- Topic: t-test on β3>β4 reparameterization
- Replies: 10
- Views: 8927
Re: t-test on β3>β4 reparameterization
I also have a question regarding the wald test... I'm running a regression with two dummies. One which is 1 when returns of the S&P 500 are positive (usa_p) and the other is pretty logical: 1 when returns of the S&P 500 are negative (usa_n). And then I want to find out whether a negative ret...