Stock and Watson, Single Regression: Hypothesis Tests and Confidence Intervals is a 55-minute instructional video analyzing the following concepts:
* Calculate, and interpret confidence intervals for regression coefficients.
* Interpret the p-value.
* Interpret hypothesis tests about regression coefficients.
* Evaluate the implications of homoskedasticityand heteroskedasticity.
* Determine the conditions under which the OLS is the best linear conditionally unbiased estimator.
* Explain the Gauss-Markov Theorem and its limitations, and alternatives to the OLS.
* Apply, and interpret the t-statistic when the sample size is small.