Question: Testing a Single Equation Model Gauss file(s) linear_lr.g, linear_w.g, linear_lm.g Matlab file(s) linear_lr.m, linear_w.m, linear_lm.m This exercise is an extension of Exercise 2. Test the

Testing a Single Equation Model Gauss file(s) linear_lr.g, linear_w.g, linear_lm.g Matlab file(s) linear_lr.m, linear_w.m, linear_lm.m This exercise is an extension of Exercise 2. Test the hypotheses H0 : β1 + β2 = 1 H1 : β1 + β2 6= 1.

(a) Perform a LR test of the hypotheses.

(b) Perform a Wald test of the hypotheses.

(c) Perform a LM test of the hypotheses.

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