环境eviews8.0。
首先hausman test第一步就不可能放多个变量到独立变量里,所以完全不知道怎么弄了
题贴下面,以防我是看错题。。
1. A researcher suspects that thevariables ln XK, ln XL, ln XM, ln (QC/QL) and ln (QO/QL) arecorrelated with the error term and decides to conduct a Hausman test at the 5%level of significance using the 7 prices as instruments (n.b., prices, notlog-prices). The value of the test statistic is F = Blank 1. Ifthe null hypothesis is true then the test statistic follows an F-distributionwith Blank 2 and Blank3 numerator anddenominator degrees of freedom (report the degrees of freedom asintegers). The researcher should Blank 4 (reject/notreject) the null hypothesis.