Question: [C() Test] Explain the C() test for the restrictions 2 = 0 on = [ 1 ' , 2 ' ] '

[C(α) Test] Explain the C(α) test for the restrictions θ2 = 0 on θ = [θ1', θ2']'.

(a) Construct a generalization of C(α) for restrictions r(θ) = 0.

(b) Show that C(α) ≥ 0 in (17.26). Is this true for your generalization of this test statistic?

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