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Many thanks!

Many thanks!

This sounds reasonable. Do you have an idea how to go on with this?

In a paper on this item they say it is a hedge when the coffiecient is more then two standard deviations away from zero.

Best regards

Georg

Many thanks for the fast response. My post is related on the question if real estate is an inflation hedge. In my model I regressed inflation on real estate returns. The coefficient I get from eviews is for example -5.0, the standard error is 4.1. My test statistic is (-5-1)/4.1=-1.46. My cutting po...

Hi all, I want to show that a coefficient is zero (so the nullyhypothesis c unequals zero). Using the t-stats calculated by eviews and comparing them with the quantils (eg 95 %) from the student-t-distribution leads to results not very reasonable. You have to accept for very low t-stats which means ...

Hi all,

For a regression model about inflation hedging I would like to test the zero hypothesis that the coefficient is smaller then one. Does anybody know how to perform single-sided coefficient tests about this.

Does anybody know how I can do that?


Many thanks

Georg