In general R 2 r 2 12 + r 2 13 , but it is so

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In general R2≠ r212 + r213, but it is so only if r23 = 0. Comment and point out the significance of this finding.

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Basic Econometrics

ISBN: 978-0073375779

5th edition

Authors: Damodar N. Gujrati, Dawn C. Porter

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