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Question Refers to the Following Regression Estimated on 64 β\beta

Question 2

Multiple Choice

Question refers to the following regression estimated on 64 observations:
Yt = β\beta 1 + β\beta 2X2t + β\beta 3X3t + β\beta 4X4t + ut
-Which of the following null hypotheses could we test using an F-test?
(I) β\beta 2 = 0
(ii) β\beta 2 = 1 and β\beta 3 + β\beta 4 = 1
(iii) β\beta 3 β\beta 4 = 1
(iv) β\beta 2 - β\beta 3 - β\beta 4 = 1


A) (i) and (ii) only
B) (ii) and (iv) only
C) (i) , (ii) , (iii) and (iv)
D) (i) , (ii) , and (iv) only

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