how to compare regression coefficients of two groups?

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migaa
Posts: 11
Joined: Mon Apr 04, 2011 8:23 am

how to compare regression coefficients of two groups?

Postby migaa » Tue Dec 17, 2013 9:47 am

hello,

I have panel data consisted from 3 groups and am using SUR estimation. Is it possible to use Wald test to see whether 3 coefficients are significantly different?
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