Hi,
I have a regression with multiple dummies. Most estimated coefficients for the dummies are significantly different from 0.
I want to test if the estimated coefficients of the dummies are signficantly different from one to another.
For instance, is the coefficient associated with Dummy1 that is positive and equals 0.2 significantly different from the coefficient associated with Dummy 2 that is positive and equals 0.6?
Does anyone have a clue of how I can test it with eViews?
Test of difference bw estimated coefficients
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Re: Test of difference bw estimated coefficients
View->Coefficient Diagnostics->Wald
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