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*     Question 4      *
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* a)
regress y x2
 * Using Stata's command
bgtest
 * Step-by-step test
predict e, residuals
reg e x2 L.e
di e(N)*e(r2)
 more

* b)
regress y L.y x2  L.x2
 * Using Stata's command
bgtest
 * Step-by-step test
predict e1, residuals
reg e1 L.y x2 L.x2 L.e1
di e(N)*e(r2)
 more

* c)
regress y L.y x2  L.x2
testnl _b[l.x2]=-_b[l.y]*_b[x2]