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Consider the Following Regression Estimated Using 84 Observations: Yt = β\beta

Question 9

Multiple Choice

Consider the following regression estimated using 84 observations: yt = β\beta 1 + β\beta 2X2t + β\beta 3X3t + β\beta 4X4t + ut
Suppose that a researcher wishes to test the null hypothesis: β\beta 2 = 1 and β\beta 3 + β\beta 4 = 1. The TABULATED value of the F-distribution that we would compare the result of testing this hypothesis with at the 10% level would be approximately


A) 19.48
B) 2.76
C) 2.37
D) 3.11

Correct Answer:

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