st: Significance Test

[Naila Saeed <nailasaeed@gmail.com>]

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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