I know the computer software can easily give us these values but I want to know the mechanism of its manual calculation.
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?
You can have a look at a introductory textbook on econometrics of for example Wooldridge or Baltagi.
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Can someone explain?
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