How the p-values for a regression coefficients and F-test are calculated?

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Himayatullah Khan

Let beta is a coefficient, and se(beta) is its standard error, its t-value will be equal to beta/se(beta). What the p-value of beta will be computed or calculated?

Florian Schuberth

You can have a look at a introductory textbook on econometrics of for example Wooldridge or Baltagi.