Mathematics, 09.04.2021 03:30 davi113001

You estimate the following regression model: Yi = β0 + β1X1i + β2X2i + ui . (i) Explain how you would test the null hypothesis β1 = 0? (ii) Explain how you would test the null hypothesis β2 = 0? (iii) Explain how you would test the joint hypothesis β1 = 0 and β2 = 0? Why isn’t the result of the joint test implied by the results of the first two tests?

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You estimate the following regression model: Yi = β0 + β1X1i + β2X2i + ui . (i) Explain how you woul...