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Assume that we estimated the following model by OLS: y=1+x+0 The sample size of the data is n=62. We calculated that the standard errors for

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Assume that we estimated the following model by OLS: y=1+x+0 The sample size of the data is n=62. We calculated that the standard errors for i and i are se (1)=1 and se( (1)=2. Also, the estimates for 1 and 2 are 1=3 and 1=5. We want to test: H0:1=4.5H1=1=4.5. for a=0.05 significance level. What is the (approximate) p-value of the test? [We denote the estimates by bold font] a. 0.05 b. 0.07 c. 0.03 d. 00.09

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