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Null hypothesis on the coefficients

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Reference no: EM132195527

Below is output from a regression of the return to the stock of Spire Inc. over 100 days on the returns on the Dow Jones Utility average (DJUA_Adju_r) and a dummy variable (Event_2) which equals 0 for all but two of the days. The null hypothesis on the coefficients is tested at the 5% level. The last column is called the critical value, what does this represent?

Reference no: EM132195527

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