Using the results in Exercise 1, test the hypothesis that the slope on x 1 is 0

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Using the results in Exercise 1, test the hypothesis that the slope on x₁is 0 by running the restricted regression and comparing the two sums of squared deviations.

Test the hypothesis that the two slopes sum to 1.

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Econometric Analysis

ISBN: 978-0131395381

7th edition

Authors: William H. Greene

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Question Posted: Nov 15, 2018 06:21 AM

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Using the results in Exercise 1, test the hypothesis that the slope on x 1 is 0

Question:

[29 0 X'X = 0 50 10 10 80

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In order to compute the regression we must recover the original s...View the full answer

Econometric Analysis

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