Question: Take themodel Y X11 X22 X33 X44 e with E[Xe] 0. Describe how to test H0 : 1 2 3 4 against

Take themodel Y Æ X1¯1 ÅX2¯2 ÅX3¯3 ÅX4¯4 Åe with E[Xe] Æ 0. Describe how to test H0 :

¯1

¯2

Æ

¯3

¯4 against H1 :

¯1

¯2 6Æ

¯3

¯4

.

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