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Suppose you have calculated the following regression results: y^t=1.25+0.64xt. The standard errors of intercept (alpha) and slope (beta) are 1.22 and 0.58, respectively. Assuming there

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Suppose you have calculated the following regression results: y^t=1.25+0.64xt. The standard errors of intercept (alpha) and slope (beta) are 1.22 and 0.58, respectively. Assuming there are 1000 observations in your sample, what are the test statistic and critical value of a twosided hypothesis test of whether the true value of beta is statistically different from zero be given a 5% significance level? Do you reject or not the null hypothesis? plain excel worksheet 0.91 and 1.65, respectively. Reject the null hypothesis. 1.10 and 1.96, respectively. Do not reject the null hypothesis. Cannot say without more information 0.62 and 1.96, respectively. Reject the null Hypothesis

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