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    Real Econometrics The Right Tools to Answer Important Questions
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    Exam 7: Specifying Models
  5. Question
    Given Y<sub>i</sub><sub> </Sub>= B<sub>0</sub><sub> </Sub>+ B<sub>1</sub>X<sub>1</sub><sub> </Sub>+ B<sub>2</sub>X<sub>2</sub><sub> </Sub>+ B<sub>3</sub>X<sub>3</sub><sub>
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Given Yi = B0 + B1X1 + B2X2 + B3X3

Question 13

Question 13

Multiple Choice

Given Yi = B0 + B1X1 + B2X2 + B3X3 + B4X4 + ei, the restricted model for an F-test where H0: B1= B2= B3 is:


A) Yi=B0+B1X1+B2X2+B3X3+B4X4+ei
B) Yi=B0+B1(X1+ X2+ X3) + B4X4 + ei
C) Yi=B0+B4X4+ei
D) Yi=B0+B1X1+B2X2+B3X3 +ei

Correct Answer:

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