(10 marks) Data for the variables in the following regression model appear in this file Y;=B1+ Baln(X1i) + Bgln(X2) + Baln(X3i) +u; Use the Davidson-Mackinnon test with a 10% significance level to test the null hypothesis that this model is correctly specified against the alternative hypothesis that a linear specification is correct. Your answer should include the Gretl output for the auxiliary regression equation. Also, you should state the null and alternative hypotheses, the significance level, the PDF of the test statistic under the null hypothesis, the value of the test statistic, the critical value and your conclusion. 7 i B 1 FI P (10 marks) Data for the variables in the following regression model appear in this file Y;=B1+ Baln(X1i) + Bgln(X2) + Baln(X3i) +u; Use the Davidson-Mackinnon test with a 10% significance level to test the null hypothesis that this model is correctly specified against the alternative hypothesis that a linear specification is correct. Your answer should include the Gretl output for the auxiliary regression equation. Also, you should state the null and alternative hypotheses, the significance level, the PDF of the test statistic under the null hypothesis, the value of the test statistic, the critical value and your conclusion. 7 i B 1 FI P