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回归系数检验指的是( )。

A.F检验
B.单位根检验
C.t检验
D.格兰杰检验


【参考答案】

C
t检验又称为回归系数检验,包括以下四个步骤:①提出假设;②构造t统计量;③给定显著水平a,查自由度为,n-2的t分布表,得出临界值;④根据决策准则进行判断。
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