Question: Referring to Table 7.1 in the text: a. Construct the R for each of the regressions. b. Construct the homoskedasticity-only F-statistic for testing By B

Referring to Table 7.1 in the text:

a. Construct the R for each of the regressions.

b. Construct the homoskedasticity-only F-statistic for testing By B =0 in the regression shown in column (5). Is the statistic significant at the 5% level?

e. Test B3 B4-0 in the regression shown in column (5) using the Bon- ferroni test discussed in Appendix 7.1.

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