Students-t

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Brandolf
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Joined: Tue Jun 09, 2009 8:44 am

Students-t

Postby Brandolf » Mon Jul 06, 2009 6:11 am

Does EViews automatically use students-t when the number of observations is small?

Thx
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Students-t

Postby EViews Gareth » Mon Jul 06, 2009 7:19 am

For what?
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Brandolf
Posts: 4
Joined: Tue Jun 09, 2009 8:44 am

Re: Students-t

Postby Brandolf » Mon Jul 06, 2009 7:38 am

Sorry for the bad discribing of my problem. I am talking about the p-value in the regression output where a two-sided hypothesis test is done for the hypothesis: estimator equals zero.
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EViews Gareth
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Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Students-t

Postby EViews Gareth » Mon Jul 06, 2009 8:07 am

The t-distribution is used for those p-values no matter what sample size.
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