On the Relationship between Estimate and Its t Value - Theoretical Economics Letters

TEL > Vol.5 No.1, February 2015

On the Relationship between Estimate and Its t Value ()

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DOI: 10.4236/tel.2015.51001 3,083 Downloads 3,719 Views

Author(s)

Yuji Matsuoka¹, Shigeyuki Hamori^2*

Affiliation(s)

¹Graduate School of Economics, Kobe University, Kobe, Japan.
²Faculty of Economics, Kobe University, Kobe, Japan.

ABSTRACT

It is generally believed that the signs of the estimated coefficient and its t value should be the same. This paper, however, shows that there may be an inconsistency in the signs of the estimated coefficient and its t value when we use the group mean dynamic OLS estimator developed by Pedroni (2001).

KEYWORDS

t Value, Group Mean Dynamic OLS Estimator, Panel Data

Share and Cite:

Matsuoka, Y. and Hamori, S. (2015) On the Relationship between Estimate and Its t Value. Theoretical Economics Letters, 5, 1-3. doi: 10.4236/tel.2015.51001.

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