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st: Significance Test
From
Naila Saeed <[email protected]>
To
[email protected]
Subject
st: Significance Test
Date
Mon, 10 Mar 2014 13:54:33 +0500
I am encountered a problem regarding testing significance of estimated
coefficients.
I have estimated the following two equations independently using Eviews:
Y1=a0 + a1*X1 + a2*Y2 + e
Y2 = b0 + b1*X2 + b2*Z1 + I
e and i are respective residuals. I hypothesize that Z1 affects Y2 and
Y2 affects Y1. I am now interested to test significance of a2*b2=0. I
have estimated these equations independently using GMM to tackle
endogeniety and have not estimated them as a system. I need help to
know how can I test its significance. It is of critical importance for
my study. Kindly, guide me how can I proceed. Your valuable comments
will be highly appreciated.
Regards
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