Question 2: Consider the regression model x B0) +€i, x, B®) + €i, xB8) + Ei, Yi i = 1, .., n1, i = n1 + 1, ..., n1 + n2, i = n1 + n2 +1, .., n1 + n2+n3, i = 1, .., n, n = n1 + n2 + n3, Yi Yi IIDN(0, 0²), 2) where ß(1), B²), and 3(8) are K ×1 parameter vectors, ɛ¡ is 1 x 1, x¡ is 1 × K and non-random. We want to test Ho : B(1) = B(2) = 3(3) against the alternative that Họ is not true. Derive the test statistic for testing Ho and derive its distribution under Ho.

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