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state and probability 8. Consider the following regressions: Y =Bo + BIX1+ 2X2 + B3X3 + u Y =yo + 71X1 + 72(X2 - X1)

state and probability

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8. Consider the following regressions: Y =Bo + BIX1+ 2X2 + B3X3 + u Y =yo + 71X1 + 72(X2 - X1) + 73X3 + u Y =00 + 01X1 +02X2 + 03(X3 + X1 - 2X2) + u. (a) Rewrite the hypothesis 71 = 0 in terms of Bo, B1, . .., B3. (2 points) (b) Rewrite the hypothesis 01 = 02 = 0 in terms of Bo, Bi, ..., B3. (3 points)

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