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Re: st: Significance Test
From
Nick Cox <[email protected]>
To
"[email protected]" <[email protected]>
Subject
Re: st: Significance Test
Date
Mon, 10 Mar 2014 09:19:04 +0000
If this is a question about Eviews, please take it elsewhere.
If it is, contrary to appearance, a question about Stata, I think
people would need to see your syntax.
Nick
[email protected]
On 10 March 2014 08:54, Naila Saeed <[email protected]> wrote:
> 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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