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st: Re: Chi-square test for the joint significance of slope coefficients
From
Khabara <[email protected]>
To
[email protected]
Subject
st: Re: Chi-square test for the joint significance of slope coefficients
Date
Sat, 26 Mar 2011 09:37:17 -0700 (PDT)
Dear Richard,
Thank you for your reply and sorry for the vague question.
My problem is the following: I need to calculate the Wald statistic that the
slope coefficients are jointly zero. The caveat is that the chi-squared
statistics should be computed with 18 Newey-West lags.
Do you have any suggestions for this?
Many thanks.
--
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