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(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...

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(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

hypothesis?

(d) Write down the rejection rule with the critical value of the test.

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