(a)We want to implement the Wald test. Write down the above hypotheses in the
form of RBeta = r. That is, specify R, Beta and r based on the above hypothesis.
(b) Write down the theoretical expression of the Wald test statistic.
(c) What is the asymptotic distribution of the Wald test statistic under the null
(d) Write down the rejection rule with the critical value of the test.
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