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by hungtranueh
Tue Mar 17, 2015 5:40 am
Forum: Estimation
Topic: Calculate the p-value of sum of coefficients
Replies: 3
Views: 4015

Re: Calculate the p-value of sum of coefficients

Thank you so much, but i'm still can't do it. Can you make it clearer :(
by hungtranueh
Tue Mar 17, 2015 3:55 am
Forum: Estimation
Topic: Calculate the p-value of sum of coefficients
Replies: 3
Views: 4015

Calculate the p-value of sum of coefficients

Hi! Im using Eviews 6. I have a time-series like that (attached workfile) and run for model like y = a + c(0)x + D(10)c(1)x +D(5)c(2)x +D(1)c(3)x +e(t) Y: return of gold x: return of stock index D(10), D(5), D(1) are dummies variable. After Regression, i have the output with p-value of each coeffici...

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