Show that in the multiple regression of y on a constant, x1 and x2 while imposing the

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Show that in the multiple regression of y on a constant, x1 and x2 while imposing the restriction β1 + β2 = 1 leads to the regression of y − x1 on a constant and x2 − x1.

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Econometric Analysis

ISBN: 978-0130661890

5th Edition

Authors: William H. Greene

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