EViews.com

Hello guys, I want to estimate the Cov(b1,b2) from the models below:

y=a1+b1X1
y=a2+b2X2

Do you know how to do this?
Ps. I want to check if H1:b1=b2 or H2:b1#b2, for t-test=(b1-b2)/sqrt(Var(b1)+Var(b2)-2Cov(b1,b2))

Is there an other way to do this?

Put the equations in a System.

The problem is that I have beta coefficients from guantile regression... and this is not easy to do something like this.

Thanks...

Is there any other idea?

Startz' suggestion is the way to do what you want. However, based on your last post, I understand that the equations are already estimated (somewhere else) and you happen to have b1 and b2 parameters from a number of equations. If that is the case, then the following resources might be of help:
http://www.eviews.com/help/helpintro.ht ... 10.html%23
http://www.eviews.com/help/helpintro.ht ... 23ww132090

Yes the equations already estimated. But the problem is that I have about 100 b (b1 b2 b3 ... b100) from monte carlo simulation I want to check all of this with the first b1. On the other hand, the basic problem is that I have some equations from quantile regression...

Can you compute the covariance from the monte carlo simulated coefficients?