Question: Multiple Regression/F-testing You are given a data set that is split between four different periods. You are told to test the joint null hypotheses that

Multiple Regression/F-testing

You are given a data set that is split between four different periods. You are told to test the joint null hypotheses that the beta of period 1 is 1/2 the beta of period 2, 1/3 of the beta in period 3 and 1/4 the beta in period 4. Using the equation Ri = Bo + B1n1 + B2n2 + B3n3 + B4n4 + x, how would you go about solving this using Excel? How would you go about calculating the betas and then testing the hypothesis?

Thank you for any answers in advance

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