I firstly use GMM to estimate a system equation which consists of 4 equations, something like
gmm (1:ro-cci1*{b1}-ircpi*{b2}-ipg*{b3}-dy*{b4}-unrate*{b5}-gdpg*{b6}-ir*{b7}-{b8}) (2:rt-cci2*{b9}-ircpi*{b10}-ipg*{b11}-dy*{b12}-unrate*{b13}-gdpg*{b14}-ir*{b15}-{b16}) (3:rth-cci3*{b17}-ircpi*{b18}-ipg*{b19}-dy*{b20}-unrate*{b21}-gdpg*{b22}-ir*{b23}-{b24}) (6:rx-cci6*{b25}-ircpi*{b26}-ipg*{b27}-dy*{b28}-unrate*{b29}-gdpg*{b30}-ir*{b31}-{b32})
then I want to use Wald test to test if b1=b9=b17=b25=0, so I type
test cci1=cci2=cci3=cci6=0
but the Stata shows that cci1 not found.
May I ask why and how I can address this?
Thanks very much!
gmm (1:ro-cci1*{b1}-ircpi*{b2}-ipg*{b3}-dy*{b4}-unrate*{b5}-gdpg*{b6}-ir*{b7}-{b8}) (2:rt-cci2*{b9}-ircpi*{b10}-ipg*{b11}-dy*{b12}-unrate*{b13}-gdpg*{b14}-ir*{b15}-{b16}) (3:rth-cci3*{b17}-ircpi*{b18}-ipg*{b19}-dy*{b20}-unrate*{b21}-gdpg*{b22}-ir*{b23}-{b24}) (6:rx-cci6*{b25}-ircpi*{b26}-ipg*{b27}-dy*{b28}-unrate*{b29}-gdpg*{b30}-ir*{b31}-{b32})
then I want to use Wald test to test if b1=b9=b17=b25=0, so I type
test cci1=cci2=cci3=cci6=0
but the Stata shows that cci1 not found.
May I ask why and how I can address this?
Thanks very much!