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jmbejara / comp-econ-sp18

Main Course Repository for Computational Methods in Economics (Econ 21410, Spring 2018)
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Log-Likelihood Test DF #55

Closed bariscangoc closed 6 years ago

bariscangoc commented 6 years ago

Hi Jeremy,

What should be our degrees of freedom for the log likelihood test in Q9?

Thanks!

jmbejara commented 6 years ago

Hi!

It should be equal to the number of restrictions in the null hypothesis.

jmbejara commented 6 years ago

I made an error in the lecture notes on this. In any case, $d$ should be 2.