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Students-t
Posted: Mon Jul 06, 2009 6:11 am
by Brandolf
Does EViews automatically use students-t when the number of observations is small?
Thx
Re: Students-t
Posted: Mon Jul 06, 2009 7:19 am
by EViews Gareth
For what?
Re: Students-t
Posted: Mon Jul 06, 2009 7:38 am
by Brandolf
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.
Re: Students-t
Posted: Mon Jul 06, 2009 8:07 am
by EViews Gareth
The t-distribution is used for those p-values no matter what sample size.