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Re: st: Significance Test
From
Naila Saeed <[email protected]>
To
[email protected]
Subject
Re: st: Significance Test
Date
Mon, 10 Mar 2014 14:41:46 +0500
This is not the question about eviews particularly. I need guidance
generally on the issue please.
Regards
Naila
On Mon, Mar 10, 2014 at 2:19 PM, Nick Cox <[email protected]> wrote:
> 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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>> * http://www.ats.ucla.edu/stat/stata/
> *
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*
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