Compare coefficients

[Panospaleos]

I have estimated two equations. They have 9 same independent variables ( c(1) to c(9) ) and 1 different (c(10) ). The estimations are the following:

C(1) 0.018756 0.015100 1.242116 0.2196
C(2) 0.654188 0.083430 7.841211 0.0000
C(3) -0.245207 0.059855 -4.096660 0.0001
C(4) 1.374077 0.112415 12.22322 0.0000
C(5) 0.161580 0.061510 2.626911 0.0112
C(6) -3.537352 0.580409 -6.094589 0.0000
C(7) -0.159467 0.035076 -4.546281 0.0000
C(8) 0.663179 1.084867 0.611300 0.5436
C(9) 0.959332 0.098431 9.746252 0.0000
C(10)0.047857 0.017975 2.662430 0.0102

C(1) 0.013503 0.008062 1.674889 0.0997
C(2) 0.711466 0.067442 10.54934 0.0000
C(3) -0.259017 0.059220 -4.373816 0.0001
C(4) 1.473573 0.139423 10.56910 0.0000
C(5) 0.169136 0.083723 2.020175 0.0483
C(6) -3.803952 0.445002 -8.548161 0.0000
C(7) -0.126376 0.027157 -4.653574 0.0000
C(8) 0.939912 1.274881 0.737254 0.4642
C(9) 0.928329 0.096496 9.620364 0.0000
C(10)0.041471 0.015617 2.655536 0.0104


What I want to do is to test whether the coefficients c(3) of the two estimated equations differ significantly.

[startz]

You need to use a system estimator, which will take into account covariance between the coefficients in the two equations.

[Panospaleos]

Thank you very much for the reply. Is there such a method in E-Views??

[startz]

Look in the Help system for "system"