Joint significance t-test

[tomjomota]

The regression that I'm using looks like this:

athex c athex_g athex_g(-1) athex_g(+1) athex_g_return athex_g_return(-1) athex_g_return(+1) athex_volatility

The main coefficient of interest is the coefficient of athex_g. But I also would like to test the joint significance of the coefficients of athex_g and the lead and the lag. It would be interesting if I could make a sum of these coefficients and test whether the sum is significant or not. In this case I believe that is a valuable test.
Can anyone help me with this? I am not looking for a Wald test to be clear.

Thanks a lot

[startz]

Could you explain why you don't want to do the Wald test?

[tomjomota]

Cause I would like to interpret the sum of the three coefficients and test whether that sum is significantly different from zero. According to my understanding, this is not what the F-test/Wald test would do. If you think I am wrong, could you explain to me why this is the same then.
Thanks

[startz]

The Wald test is just what you want. Test the hypothesis c(1)+c(2)+c(3)=0. Using the appropriate coefficient numbers, of course.

[tomjomota]

Right! Didn't think about that.
Thanks startz