Hello. I am running a regression (OLS) with the following representation: TIR = C(1) + C(2)*LIQ090 + C(3)*LOG(DUR) + C(4)*DR1 + C(5)*MON + C(6)*LIQ090*MON + C(7)*DR1*MON + C(8)*DR1*LIQ090
I want to test that the sum of C(2), C(6) and C(8) is negative. I tried with a joint Wald test using C(2) + C(6) +C(8) = 0, but then the question is: if I have a rejection of the null is the sum positive or negative? (I understand the test is two-tailed so both directions are possible).
Is there a way to test if the sum of the 3 coefficients is negative? I'm using Eviews 7.
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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