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1 The following regression is estimated with T=22 observations: Yt = B1 + B2x2t + B3X3+ + ut The regression output reported TSS = 15

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1 The following regression is estimated with T=22 observations: Yt = B1 + B2x2t + B3X3+ + ut The regression output reported TSS = 15.0, ESS = 10.0 and RSS = 5.0, where TSS is the total sum of squares, ESS is the explained sum of squares and RSS is the residual sum of squares from the regression. The F-statistic for the test of overall significance of the regression is equal to: Select one: O A. 3.33 O B. None of these O C. 5 O D. 20 E. 10

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A simple regression model is estimated, and the following results are obtained: R2 = 0.87 y = 0.8 +1.6x, [1.5] [6.4] where t-statistics are shown in square brackets. The null hypothesis is that the true coefficient on X2, is equal to one (i.e. B=1). The test statistic for this null hypothesis is: Select one: A. 6.4 B. 0.5333 C. 0.0938 D. 3.2 O E. 2.4